There are 2 types of defensive wings, interceptors and helicopters, it's up to you of how you take them out, but you don't have to take out both.
The cheapest and the longest way is by using offensive AA missile batteries to take out the helicopters, then take out the rest of the country with your ground units. The interceptors don't have the ability to take out ground units which will save you some ammo.
The dearer and the fastest way is by using fighter planes to take out the interceptors, then take out the rest of your country with your presison bombers. The helicopters don't have the ability to take out those fighter planes and bombers which will also save you some ammo as well.
I hope this helps you a bit.