You just acclimate I guess. Start with a bit of hot sauce, increase the amount, then go to a hotter sauce. It helps to like the pain. It's a real buzz when you go up to, and perhaps a little past the edge of tolerance.
I think people are either born hardwired to tolerate spiciness or they just can't tolerate it or somewhere in between. Surely, as
@lxskllr suggested, you can habituate to increasing degrees of spiciness. However, tolerating and enjoying are two very different experiences. I, personally, love the pain, again, as
@lxskllr mentioned. I love how my sinuses get cleared and I love the endorphin rush that I get, which is my body's way of combating the natural irritant that is spicy foods and sauces. I feel alive when I dance with ghost pepper chips and the flavor you get just before you get smacked with that burning is second to none. Honestly, it's all about the flavor for me. Some people just can't do it. Take my father for example: He loves spicy foods, but whenever he partakes, he sweats like a whore in church and piles of napkins are required to control his perspiration!
Me? I show zero signs of distress when I eat hot foods. However, if I were to, say, eat a raw ghost pepper, I'd probably find myself tearing up profusely and exuding mucus out of every mucosal membrane on my face. We all have our limits. I actually did this once, which is why I'm so familiar with its adverse reaction. However, I would strongly discourage anyone from replicating such an experiment unless you really need your sinuses unclogged and even Sudafed isn't working hahaha I'm just kidding...sort of.
In conclusion, I believe that you are either down with the spice or the spice brings you down or somewhere in the happy medium rage. I don't think you can enjoyably train yourself to prefer or tolerate extremely spicy foods. It's either in your nature or it isn't. And at some point, I believe that increasing the spiciness of any sauces or peppers beyond a certain point is just attention seeking and pointless. When a sauce legit just burns your mouth off, without any real flavor, then it's kind of useless as far as I'm concerned. I'm not a masochist...I don't enjoy hurting myself for any reason whatsoever...except back when I was heavily into drugs...but other than that, I do it for the flavor. The burning sensation is a secondary bonus factor.