For marinade, combine lemon, lime, and orange juices, oil, sugar and oregano in small bowl.
Pour over chicken; seal bag.
Marinate in refrigerator 4 to 24 hours, turning occasionally.
Drain chicken, reserving marinade.
Grill chicken on rack of uncovered grill directly over medium coals 12 to 15 minutes or until tender and no longer pink inside, turning once and brushing occasionally with marinade during first half of cooking.
Or, broil on unheated rack of broiler pan 4 to 5 inches from heat 12 to 15 minutes, turning once and brushing occasionally with marinade during first half of cooking.