It's really best if you can find a shop that sells the sauces and you can taste them. There are some that are hot, just for the sake of hot, while there are others that have some great flavor. Factoid: Pepper heat is measured in Scoville units. The higher the number, the hotter the pepper. This chart may help.
Pick sauces made from peppers at the high end of the scale.
Although not terribly hot, we're big fans of Tabasco. It now comes in multiple flavors. Here's a link to their online store
The last time we were in NOLA, we visited The Pepper Palace
. They have a lot of great sauces (it's not obvious on the web site, but there are 3 pages of hot sauces -- click the link at the bottom of the long page.) Melinda's are good sauces, as are Dave's. The bacon-fed knave-kickin' ones are good, too. They also have some nice gift packs.
Not terribly hot, either but I love the Cajun Power
garlic sauce. They've got other great sauces, too.
One word of warning: A lot of hot sauces have names and labels that can be somewhat offensive. Sexual puns and fart jokes are common.
You can't go wrong with Cajun cooking books. Cajun cookbooks at Amazon.
Paul Prudhomme's Louisiana Kitchen
is a standard. Even better, these are Cajun cookbooks that specifically mention hot sauces.
There are a couple from Tabasco and Dave's for starters, plus one with recipes for making your own.
As you might tell, we're really in to Cajun/New Orleans cooking and hot sauces. There are probably 25 hot sauces on the shelf right now. Laissez les bons temps rouler!