Place chicken in large resealable food storage bag. Combine pepper sauce, oil and garlic in small bowl; pour over chicken. Seal bag tightly; turn to coat. Marinate in refrigerator at least 1 hour or, for hotter flavor, up to 24 hours, turning occasionally.

For blue cheese dressing, combine mayonnaise, sour cream, vinegar and sugar in another small bowl. Stir in cheese; cover and refrigerate until serving.

Prepare grill. Meanwhile, cover hickory chips with cold water; soak 20 minutes. Drain chicken, discarding marinade. Drain hickory chips; sprinkle over coals. Place chicken on grid. Grill, on covered grill, over medium-hot coals 25 to 30 minutes or until chicken is tender when pierced with fork and no longer pink near bone, turning 3 to 4 times. Serve with blue cheese dressing and celery sticks.