Yeah, for wine I've never even thought about sanitizing chips.
When I buy them, they come in sealed packages. If I only used 1/2 of them, maybe I'd sanitize them before using. (Nah, probably not). I guess it depends on where they come from, and how they are kept.
For beer, I have sanitized(?) the chips a bit by soaking in brandy or bourbon for my AB clone. The problem with sanitizing them is that the "oakiness" is pulled out into the sanitizing liquid. If you ever soak the oak chips in liquid, you'll see what I mean. So, I wouldn't want to soak them and discard the liquid. I guess steaming them would work, but I've never thought about it.
Maybe a spray with a sulfite solution would work if you really wanted to sanitize them.