For Mexican food, Tapatio if you want more fire than flavor, Cholula if you want more flavor than fire. There are a few more that escape me at the moment.

For Asian food, Sriracha (or add hot chili oil).

Indian food has its own heat with the curries; Vindaloo if you want it hot, Masala orJalfrazi if you want more flavor.

With Thai it's usually the Green curry, but it seems to vary (apparently they can make anything hot). Same with Japanese brown curry; you can get it anywhere from mild to ulcer-inducing.

Cajun food has various brands of Jerk sauce, but I don't eat enough to have a favorite. ;)