Vinegars
What is it, how to use it, and why we need it.

Water (90-95%) + Acetic Acid (5-10%) = Vinegar
There are 6 main Vinegars you will see on store shelves: White Vinegar, Apple Cider, Champagne, Rice Wine, Red Wine, and Balsamic.
Why do we need it? Preservation, and flavor. Hot sauces typically have an acidity of 20%-30%, which helps keep the sauce shelf stable. The flavors of the vinegars then complement the peppers, and complete the sauce.
Which Vinegars should I buy? You likely already have White Vinegar and Apple Cider Vinegar in your pantry, and if not, they are readily available at all grocery stores, and very inexpensive. If you want to experiment more and get a little fancy, try Champagne Vinegar, and Rice Wine Vinegar. Don't bother using Balsamic in hot sauce, it will taste awful.
What Vinegar Should I use? Apple Cider Vinegar goes best with mild, smoky hot sauces that use Ancho and Chipotles as the base. White Vinegar and Champagne Vinegar goes best with high heat hot sauces that use Habanero and Arbol as the base. Of course, you can experiment, and there is no rule set in stone as to which vinegar you use.