Well, here's my take on this...

I have noticed many times that before the covering shrinks, it expands - This is completely normal when you think about it. If you heat anything up, it expands. Right?

So for example, let's say I have the covering tacked down on all sides of a wing and there are no wrinkles - Now I start to put the heat gun to it. The first thing that happens is the covering wrinkles up, and THEN starts to shrink. The wrinkling is due to the heat expanding the plastic film.

Of course, once a certain temp is reached, the covering begins to shrink.

Now... Put that covered plane inside a hot car (Or leave it in the sun on a hot day, etc) and there is enough heat to make the film expand - but not enough to shrink it.

SO....

The best way to avoid this is to make sure that (as others have said) the wood is VERY clean and DUST FREE before covering - AND that after all of the shrinking is done, you go over all of the contact areas with an iron and make sure that it is stuck to the wood.

I know that I have a problem following my own advise there - Once the covering is shrunk I rarely go back over the WHOLE thing with an iron, but when I do, I rarely get wrinkles.