The smoked red jalapeño, known as the chipotle chile, has gained such popularity that there's even a couple of cookbooks devoted to it! It particularly works well with barbecuing and grilling, both of which have considerable smoke associated with them.
Here's a pickled chile recipe from Tlaxcala. These sweet-hot pickled chiles can be the basis of a sauce of their own if they're further puréed, or they can be served as a condiment with enchiladas and other main dishes.
Note that this recipe requires advance preparation.