Dave's Insanity sauce can be bought on the net, and if you are very lucky it may be on one of the specialist (i.e. expensive) shelves in Sainsbury's. My local House of Fraser stock it sporadically. Expect to pay around �6, and it is ferociously hot, rather more a suspension of capsaicin than a chilli sauce.
For a real hit though, buy some fresh Dorset Naga chillis.
http://www.peppersbypost.biz/order.asp
I go on about these a bit, but they are sublimely supremely hot. Last week I chopped just one into a pot of savoury mince, and boy! the next day I was wondering of it was wise. I am a seasoned chilli eater too.
I once came across a specialist chilli shop in Brighton, JoggerJayne may know where it is.