The segments with the best wings I've ever seen is the entire Dangerous Liaison, Snow Angels and Silver Screen Angels segment, maybe even Aquatic Angels.
Snow Angels really left a deep impression in me because of how white and beautiful those wings were. I'm still salty that VS doesn't put much effort in to making large fluffy wings like the ones Behati had. That was the epitome of a wing to me. Every angel, every vet, every girl who has walked in the show deserves a big pair of angel wings on the scale of Behati's wings. I'm confident that every girl can carry that without much trouble, weight-wise of course.
Instead, Sophia and co. decides to push the boundaries of wing-making and come up with weird shit like a parachute wing