I'm with you on drinking hot sauce, I've eaten Ghosts and Scorpions whole but don't find it pleasurable. Not a sauce connoisseur, though. Never ordered bottles on the internet. But I grow Ghosts, Scorps, Habañeros, and Serranos every summer. The local nursery gets whichever strain wins the award for world's hottest every year, and seems to specialize in stocking the hottest species of Capsicums. I usually roast them lightly and make my own sauce, though the product would better be described as a paste or pureè.
Also, I think it is the seeds that cause the inevitable sting ring, keeping toilet paper in the freezer doesn't help, btw.
Chasing the hot with Radishes seem to equalize the burning going in, for me at least.