Chicken thighs have a huge advantage over lean breasts. The skin browns nicely and the meat stays juicy even when thoroughly cooked, which makes them ideal for grilling or broiling. The dark, rich meat also responds brilliantly to the strong equatorial flavors often associated with grilling. The Mexican-inspired treatment here, a quick liquid rub for the thighs, packs plenty of punch, even if you use just a little cayenne. What makes it evoke Mexico is the combination of two characteristic spices, cumin and oregano, with a mixture of orange and lime juices to simulate the sour orange that is used in the Yucatán but is rarely seen in this country.