I realize this is the first post in like 8 years, but hey I like the question.
I love hot sauces. Love them. If I see a new one in the store, I get it. I have certain ones for certain things.
My favorites:
#1 Go to: Tabasco. I put it on everything. If I can put meat on a tortilla, add sour cream, and a healthy couple of dashes of Tabasco I am in heaven! Its good on anything that needs a kick. I even like to mix it with ketchup for dipping fries every now and then.
#2 Valentina: Made in Mexico. Great flavor. Cheap. I love Cholula, but it cost to much, or I use to much, whatever. It never last long. I can get a giant bottle of this and it taste just as good, for less than $2. Get the yellow, not the black. The black is hotter, but loses flavor on the trip. I also like Tapatio, its more widespread.
#3 Siracha: Another good on everything sauce. Great on a grilled cheese, or in soup.
#4 Trappey's Louisana: Great for fried foods like Gizzards and fried Chicken, or for Creole/Cajun dishes.
These are my go to's. I have a lot more, but they do not get used as much.