Other than Siracha, peri-peri rub and plain thai peppers in salt, I keep Chili Garlic Paste, Harissa and Skhug.
Skhug is an Israeli/Yemeni hot sauce/paste. First spotted a local glatt kosher pita place, it took me months to run down a recipe because of the pronunciation which I just couldn't get right (s'khug, which I heard as skood). I prefer red skhug, but there is also a green skhug with a bunch of cilantro I haven't had a chance to try yet.
http://humus101.com/EN/2011/01/22/red-s ... d-a-story/--Lisa