I've done an orange wheat before and I just steeped the the fruit and rind of 4 oranges (plus some corriander) for 20 (seperate from the boil), put it in a strainer bag and tossed it in the primary for about 5 days and had good results. I'm planning a raspberry wheat and will be racking on top of it in secondary but I haven't done it yet so I can't comment on which one is better. If you do a search I think there's a blood orange recipe with pics kicking around somewhere that might give you some ideas.