There have got to be hundreds of different styles of "hot sauce" and different dishes benefit (or suffer) differently from their use. Most, of course, are geared to the local peppers, tastes and food of where they were developed.
Tabasco is a Louisiana-style sauce while Cholula is Mexican - a different taste entirely. I prefer Crystal to Tabasco when I want that style but I agree that Cholula is one of the better commercially available products of its type. Sriracha also has a place in the rotation but you've got to use it moderately to get the benefit of the taste as well as the heat.
My suggestion - grow or buy some peppers and make your own. I mix various peppers (usually habanero, guajillo, New Mexico and pasilla) in a killer Mexican sauce - great flavor and I can control the heat level. We bought a bunch of 5-ounce bottles and give them to friends whenever I make a batch. The bottles always seem to find their way home with requests for refills.
