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.
This recipe was collected for me in Mombasa, Kenya by Richard Sterling, who wrote: “The barbecue master at the Big Bite Restaurant in Mombasa is Tsuma Nzole Kalu. He concocted this recipe for hot sauce and gave it its name. Serve it over grilled or barbecued meats and poultry.”