Real Buffalo wings most definitely have hot sauce. Well, I should say real wings have hot sauce. What people call Buffalo wings outside Buffalo may vary.
Clean your wings and cut them in half. Deep fry them until brown. Toss with butter and hot sauce (most use Frank's Red Hot). Serve with blue cheese (not ranch), celery and carrots. Of course, this isn't everyone's cup of tea, but it's what you will get if you order wings in Buffalo.
No bread. No BBQ sauce. It becomes something different when you add those things. Most places in Buffalo who do variations on wings will even put it in a separate menu section and call them something else.
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ETA: You can make your own sauce, but I've never done it. Most people use pretty basic ingredients (Tabasco, vinegar, salt, pepper, ect).