Buffalo wings are an American institution. They were invented in the mid 1960s at the Anchor Bar in Buffalo, New York, hence the name. Nothing to do with large woolly beasties at all. It's hard to imagine a world without buffalo wings - they are simple, delicious, and totally addictive. And very easy to make.
The authentic hot sauce is Frank's, from Louisiana but I think you can use anything you like. The exact amount depends on how hot you like your food, but it shouldn't be screamingly hot. You can use any mild blue cheese for the dip.