You didn't mention the brand of sauce you tried, but I assume it was a commerical brand rather than homemade (many Caribbean homes and restaurants have a special homemade Scotch bonnet & onion in vinegar marinade that is hot and flavorful).

I prefer Caribbean Scotch bonnet-based hot sauces above all others because they actually contribute flavor to the dish, rather than pure heat. The Scotch bonnet pepper is more or less the same thing as the habanero pepper, which is one of the hottest peppers around. I steer clear of US-marketed hot sauces because they use a frat boy approach: each trying to outdo the other by spiking the formula with pure capsaicin oil, employing names like "Flaming anus", and dyed red because in America red = hot and hot must be red. The best sauces to find are chutney-like: thick, with minimal vinegar, and usually yellow or orange. A cheap and easy-to-find Scotch bonnet sauce is made by the Jamaican condiment conglomerate Grace. The are better ones out there, but Grace is ubiquitous.