Texas Pete and Franks only get used if nothing else is available. With a little imagination, I can pretend it's hot sauce, and not just colored vinegar. Tabasco is the benchmark for Louisiana hot sauce, and if I could only have one, that would be it. Not my absolute favorite for every use, but it has versatility.
Costa Rica has some very nice sauces, especially using habanero. Those are my favorites for cheese and crackers. El Yucateco is good for burritos and stuff. It's also good on the chips the local Tex/Mex place puts on the table with salsa and ranch sauce. Dip the chip in ranch, and add a big dollop of El Yucateco for a cool/hot chip. I've almost killed full bottles at a sitting doing that :^D
Valentina is one of the best bargains. <$2/L at walmart. That's especially good on breakfast burritos.