Whatever you do, do NOT buy chinese sauces from your local supermarket. In practically every town or city you will find a chinese supermarket. This is the place to buy your sauces. They are full strength and not watered down.
Soy sauce should be come firstly since it is the basic for many stir-fry sauces. Soy sauce is a traditional seasoning for Chinese recipe which is made from soy beans, wheat and wheat bran (麸皮). It has a mildly salty flavor and bright red color after fermentation.
There are two essential types of soy sauce: light soy sauce and dark soy sauce..They perform differently in dishes.
Light soy sauce (生抽) has a lighter color than dark soy sauce and it mainly used for adding the flavor. So it is commonly used in stir fry dishes, salad, noodle soups and dipping sauces. So for most Chinese stir-fry recipe, if only soy sauce is called, use light soy sauce!
Dark soy sauce (老抽) is the common soy sauce with caramel. With a darker the color. It is mainly used for adding the color of the dish. For example in most red-braised dishes, dark soy sauce usually is used.
Cooking Wine （料酒）
Chinese cooking wines play really important roles in most Chinese seafood recipes and meat dishes. The highest quality (Huadiao) is a pure yellow wine. Based on yellow wine and white wine, Chinese developed their cooking wine (Liaojiao) by adding other seasonings. Generally, Liaojiu is much cheaper than Huadiao.
Sesame Oil （芝麻油）
Due to the distinctive nutty aroma and taste, sesame oil is one of the most important flavor enhancer in Chinese cooking. It almost can go well with everything Chinese like steamed eggs, stir fries, soups, dips and salad. In most cases, Chinese sesame oils are toasted pure sesame oil, either white sesame oil or black sesame oil.
Oyster Sauce （蚝油）
Oyster sauce has a sweet and salty taste and with some smoky feeling. Commonly oyster sauce is made from oyster extracts, sugar, water, soy sauce and wheat flour. It is a seasoning for beef and fish recipes.Oyster sauce in mainly used in Guangdong Cuisine.
Five-spice powder is a spice mixture of five or more spices used predominantly in Chinese and Taiwanese cuisine and also used less commonly in other Asian and Arabic cookery. Five-spice powder is used for cocktails as well.