I'm another one that is not a fan of those vinegar based hot sauces, despite loving hot foods. I rarely have to add heat at the table, but sometimes, when friends visit that can't can't eat the real hot food, I have some other things, for those who want heat.
One of the simplest things, that I always have in my fridge, is some fish sauce, with a bunch of chopped up thai (or similar) peppers in it - just 1 c fish sauce to 1/2 c finely chopped thai peppers, and after about a week, the fish sauce will be well infused. It can be refilled several times, to keep getting flavor and heat from the peppers. It's not only compatible with Thai, and SE Asian foods but many others - think about the anchovies used in countless other cuisines out there. A friend uses it all the time with Italian food, as his wife does not eat hot.
Nam Pla Prik - chilis in fish sauce.
, on Flickr
Probably the most useful, and fairly easy thing to make, for adding heat to dishes, is hot oil. I originally made this for Chinese food, but quickly learned that this is a very easy way to add heat, with no flavor, for the most part. Many ways of making this, some using all whole peppers, some using all ground cayenne, most calling for cooking for a period of time - not good, esp. if you don't have a powerful, externally vented range hood. I came up with a better idea, for those who can take it outside. And I use some ground, but mostly crushed peppers. Try to use an oil that doesn't solidify in the fridge, like olive and canola oils do. Some add sesame oil to it, but I don't want sesame oil in most things, so I leave that out.
1 c vegetable oil
1/4 c extra hot cayenne powder(or just use more flakes)
1/2 c crushed peppers - I use Thai, but crushed red pepper flakes are fine
Heat oil in a 2-3 qt saucepan (on your outside burner, if you have one by your grill) over medium heat, until it reaches about 410°, or when there is a tiny wisp of smoke on the oil.
Take it outside, or off the heat, if outside, then add the chiles - carefully, as this will foam up. Leave quickly (unless you like chile fumes!), and let it cool. This is when I strain it through a coffee filter, though some leave the peppers in there, and shake it up, when using. Store in fridge, unless you use it fast, as the oil will eventually go rancid.
, on Flickr
Here is a dip sauce, that I have used with many grilled and fried foods. Keeps forever in the fridge.
Another one that I always have in the fridge is nam prik pao. Just made another pint of it a couple of days ago. Compatible with many foods, and I often just add it to a stir fried vegetable, for a delicious flavor.
I have a number of others, but these are the ones most compatible with different cuisines, and longest storage times.