The spiciest Thai food I had was in Minneapolis. My God, it took me so long to eat 1/2 of the little noodle bowl. I needed to take a 5 minute break per every 3 mouthfuls, in order to keep my mouth alive. And I'm from Sichuan, I eat spicy stuff all the time!
That was the result of me telling them I want "very spicy." From then on I got a new perspective on what those 2 words could entail at certain establishments.
As far as in Mainland China, somebody told me that Guizhou people eat the spiciest foods. Sichuan foods are famous for being spicy, but another quality that differentiates it from Hunan food style, is that Sichuan dishes mix numbness with spiciness. Sichuan is Ma La (numbingly spicy), while Hunan is just La (spicy) or Bao La (purely spicy).