Traditionally buffalo wings are served with only celery and blue cheese or ranch. Maybe some kind of celery salad or a broccoli slaw with shaved broccoli and celery.
Since bleu cheese is usually involved with wings, how about a bleu cheese coleslaw...or a wedge of lettuce with bleu cheese dressing with carrots and celery scattered about or rimming the plate?
I think some coleslaw sounds like a good idea. As for the baked onion ring idea, I have done that. They were pretty good. Not as good as fried onion rings, but really when is anything not best when fried?
how about fresh green string beans, layed out on baking sheet - lil olive oil on top and salt and pepper lil garlic powder and roast in the oven. could be finger food also.