I have used just about every vinegar out there in sauces. Balsamic is the one vinegar I have yet to get where I want it in a sauce. Haven't ever had fig vinegar - going to track some down when the weather breaks.
Red wine vinegar is great matched with red peppers and fruits. White wine vinegar is what I probably use the most, followed by apple cider vinegar. I use plain regular (not petroleum based) white vinegar for a couple sauces too as its perfect for achieving the flavor profile I want.