Cocktail sauce is a chilled dip served with seafood cocktail, such as shrimp. The typical American version is made from ketchup, prepared horseradish, Worcestershire sauce, Tabasco and lemon juice. If you prefer something a little spicier, the ketchup can be swapped out for a tomato-based chili sauce. Marie Rose is another type of cocktail sauce that uses ketchup and mayonnaise—but we like putting a sophisticated spin on this '70s throwback with a bit of brandy and horseradish. Whether you're looking for a clean and simple cocktail sauce to accompany your shrimp appetizer, or want to try something new, our guide has all the tips and recipes you'll need.