In small saucepan, combine water, sugar, cloves, nutmeg, one of the cinnamon sticks, lemon and orange; bring to boil over medium heat, stirring.
Reduce heat and simmer for 10 minutes; let cool, then strain. (Recipe can be prepared to this point, covered and refrigerated for up to 1 week.)
In large saucepan, combine sugar mixture and wine; heat until steaming.
Pour into mugs; serve with remaining cinnamon sticks for stirring.