If I have one gripe about most casual-dining restaurants it is the sauces they put on dishes such as chicken wings, ribs, beef, etc. Usually it's not very good and they drench the food. I often order such dishes with the sauce on the side so I can decide how much to apply or whether to use it at all.

Lately I've considered bringing my own sauces so my meal can be less salty, a little hotter or not quite as sweet.

Has anyone done this? What was the response? Any problems with doing it?