Brining, pickling, cooking, roasting. I want to make my own hot sauces. Which method should I use?

Try to use a mix of fresh and dried hot peppers as well as flavors that compliment the pepper or object being cooked or pickled. So consider strong herbs and spices. My personal favorite is fennel sees or anise sees, coriander and cardamon are close seconds.

I would suggest BBQ possibly over a smoker or charcoal or wood burning grill. Grill you peppers and tomatoes until their good and charred and let them chill in the fridge. Then peel that charr and finish the sauce on the stove top on a simmer.

Ask and I shall elaborate

my son and I used a recipe from "Make the Bread, Buy the Butter". Cut up hot peppers, whiz them in the blender with a little vinegar and let them sit in the cupboard for 6 weeks,then refrigerate. Cheap, easy and bright tasting-- leaves tabasco in the dust!