I went to New Orleans a while ago and several of the shops sell a variety of hot sauces. Some have a hundred or more varieties. they have sample bottles of some out that you can put on a little oyster cracker and taste. However....they have about 4 or 5 that are behind the counter and you have to ask to try them. If you want a taste you have to sign a waiver that if you choke on them or suffer any physical calamity as a result of tasting them you will not hold them liable.
The one I remember most is right across the street and a little to the right from Café Du Monde. They have big wall sections just loaded with bottles of hot sauce.