I think you're making more of a problem out of this than necessary.
One simple thing: if the creature has actual wings, then it still needs room to use them. Alleys are out of the question in most cases. Please note that the power actually says:
"You have wings of some sort—
gossamer as a faerie, leathery and batlike as a
demon—enabling you to fly."
You want flight without wings? Pay extra, no doubt in my mind about that. You use a jet pack? Good luck maneuvering without constant skill checks to keep the thrust at a certain level in cramped spaces. (Imagine Iron Man in the movie, trying to get that right, but without all the fancy computer tech)
Also, if you're a flying target, without super-speed, expect grenades and rockets to become large troubles. If you are a creature with supernatural speeds, then I'd use nets against them. As was said before, your enemies learn, just as much as you do. Any advantage can be cancelled out. They expect you to take fligt? Expect them to snipe a bullet into your wings/equipment/head before you take off.
Don't forget how birds get the ability to fly: they have very ligt bone structures. A human, with our current physique and weight would need a wingspan of some 12 meters/36 feet to get airborne (if I remember correctly). I know this game is about fantasy, but you could ask a human-like player with wings to take an appropriate aspect. "
Screw you guys! I'm not skinny, I'm hollow-boned!"