How do you make a deep spicy flavour that leaves you wanting more?
Adding some grated fresh ginger towards the end of cooking can do this, and is compatible with both Indian and Chinese food.

In general though, you need more of the spices that give flavour, and less reliance on chilli heat alone. For that, in a curry, cumin, ginger, mustard, turmeric, and coriander are common, though there are plenty of others. Commercial spice blends can be good but I prefer to fiddle and taste as I go, I tend to do it myself