Despite it's fiery title, I found it to be quite mild, but that could be due to the fact that I often make my own Habanero cocktail sauce, and my spicy foods tolerance is high up there. This is a very sweet sauce, and you can really taste the horseradish, tomatoes, and onion powder. I was actually surprised to read it contained fish flavoring, because I didn't taste that at all. The Worcestershire Sauce doesn't really stand out, but it's slightly present. I suppose on a scale of one through five, I'd probably give it a three, and mostly due to the fact that it was just a little sweeter than I prefer, and the over powering tomato paste flavor sort of drowns out some of those herbs and spices, flavor notes that you'll usually get with a homemade sauce. However despite my three rating, don't let that discourage from trying it, it's still a great off the shelf cocktail sauce, and to get a five in my book is pretty tough. If you can't find the sauce in your local grocery store, try looking around for it online, as I've seen it available in numerous web based seafood shops.
If you're on the move and don't have time to make your own shrimp cocktail sauce from scratch, then you might want to pick up some Woeber's Supreme Fiery Cocktail Sauce. I bought some at a local grocery store, and it wasn't bad at all. It contains a bit of distilled vinegar, horseradish, tomato paste, Worcestershire Sauce, salt, white sugar, and even a little fish flavoring.