This applies mainly to Italian style tomato sauces, as the flavours might be a bit out of place in curries or mexican. That said, there's no harm in experimenting! I use a variety of ingredients to add flavour to tinned tomatoes to make a rich sauce for pasta, baked dishes etc. Here are some that add that extra punch:
Red wine -
This is the one ingredient that I believe adds the most flavour and a sort of dry tang that cannot be provided by lemon juice or tomato paste. It's best added at the beginning with the quorn (if using) and onions/garlic/herbs and left to bubble away and evaporate for about 10 minutes or until it's noticibly reduced.
Sun dried tomato paste -
Richer and not as tart as normal tomato paste, this also has a more full-bodied flavour. Use sparingly, perhaps a tablespoon in a sauce for 2 people. If you can't find the paste, then finely chopped sun dried tomatoes should be fine, or if even those are tricky, roast some cherry tomatoes with a bit of sugar until sticky and whiz them up in a blender (or dry your own, but I don't know how to do that!).
Balsamic vinegar -
If this is used, it is important to use a good quality, and most likely expensive, vinegar otherwise it'd make the sauce too sour. It should be reasonably thick and sweet. It can be used as just that little extra something a sauce might need, and to added sweetness. Add about a tablespoon per 2 people.
A bit of a strange option, and certainly not something you would buy especially for some sauce. If you don't have any lying around then dark, soft brown sugar will do, but if you do then don't afraid to add a couple of teaspons per 2 people to add sweetness and a layer of curious flavour.
Mushroom ketchup/Worcestershire sauce -
Salty and light, this is a good option to use instead of actual salt if you have it. This is very much a personal taste thing, but I usually use just over a tablespoon per 2 people.
Marmite/yeast extract -
You love it or you hate it. If you love it, I'm sure you've probably tried putting it in about everything, and tomato sauces are no expection. Giving a savoury tang similar to wine, it's easy to overdo and end up too yeasty. Just a teaspoon should be enough.
Don't forget your herbs! Fresh or dry, never give up the opportunity to season a sauce with their particular flavours. Basil and thyme go well with tomato, unless you are making a northern-type dish like meatballs, in which you may wish to use dill. Rosemary goes well with british dishes.