If you go with 275-300* on your smoker, you will get edible skin, but not crispy. If you want crispy skin, that's where the grill/broiler come into play. If you smoke at 225* all the way, the skins will be a tad rubbery.
The smoke flavor adds a nice twist to many of the recipes on the list Cal provided. Use the recipe you like the best then cook in the smoker.
If you want crispy skin, use your grill or broiler.
Here's what I use when finishing on the grill. Makes turning the wings simpler. Even though it's nonstick, spray with PAM or something.