Redtail, I know what you mean! I can't taste any heat in Frank's. I like it, but it's more like a ketchup or mustard than anything else. I can't taste the heat in Cholula's anymore, either. I love that sauce, but it's not hot to me anymore. A 12 ounce bottle of Cholula's and in three days, I've gone through half that bottle. Our local Chinese restaurant has their own take on "chips-n-salsa". Being Arizona, every Mexican restaurant has complimentary tortilla chips and salsa. So, the Chinese restaurant has their own take which are fried wontons and sweet-and-sour sauce. Well, the waitress there now knows to skip that sauce and just bring us a big bowl of Chiu Chow Chile Oil which are dried Chile de Arbol and Santakas macerated in soybean oil. It's pretty awesome stuff. Easy to make at home, too.
To taste heat, I need a Habanero sauce. I have some pickled Jalapenos I pickled last Summer and a few of them have a bit of a bite to them. But I have noticed I don't detect heat in any of the supermarket sauces. None of their salsas are hot, either. I did find at my local natural foods store a roasted Habanero salsa made by some local outfit and it is plenty hot. And is it tasty!!!!!
Huy Fong's, though, can be trusted to deliver the goods. Their Garlic Chili Sauce, Sambal Olek, and Sriracha Sauce have a nice heat to them.