Cut the orange in half. Cut 1-2 thin slices from one half, cut them into quarters, and save for garnish. With a veggie peeler, thinly cut off the thin outer peel of the other half of the orange. In a bowl, using a spoon, bruise the peel with the sugar to release the flavorful oils; then stir in the orange juice, wine, and orange-flavored liqueur. Cover and chill; after the first 15 min, remove the orange peel. Serve the Sangria in a bowl or from a pitcher, garnished with the quartered orange slices. Add ice cubes to each individual serving, if you like.