I usually make the sauce twice, once for the marinade and once for the sauce for cooking. If you choose to marinate the chicken, a good time is 2 to 6 hours, turning the chicken once halfway through. Discard the marinade and start fresh for the sauce though.
You can use up to 5 dried red hot peppers, depending on how spicy you want your chicken. Any bone-in chicken with skin can be used instead of chicken thighs. Water can be substituted for the cooking wine.