To make your own chilli sauce fill a container with fresh crushed chillis and then fill it with oil. Set aside for a few weeks.
On the other hand, a Louisiana HOT SAUCE (and Tobasco and Pete's are brand names of Louisiana hot sauces) takes up to 2 years for the initial recipe to age properly so I stick with a ready made brand. Tobasco is my favorite common one with mild heat; but some specialty ones are better (Dave's Insanity has been mentioned)
For vegetables such as greens (mustard greens, collard greens, turnip greens) I prefer the vinegar from a jar of pickled jalepenos.