I would highly recommend using fresh Thai red chillies (the smaller variety) if you can find them. They deliver that flaming red color and leave behind that spicy tingle on the tongue, usually associated with Asian sweet chilli sauce. Thai red chillies are spicy though, so be careful.
Despite its misleading name, sweet paprika, of which Hungarian paprika is one variety, isn't sugary or sweet at all. Instead, it's called sweet paprika to distinguish it from other types of paprika that are spicy. The end zing, or lack thereof, depends on what type of peppers were used to make the spice. Some paprika is made from red bell peppers, while other paprika is made from chili peppers. If you don't have sweet paprika on hand, you can use any number of substitutes, many of which will yield flavorful results.
Not all paprika tastes the same, but that doesn't mean that you can't use one that's different than what's called for in your recipe. For example, you can used spicy paprika in place of sweet, but the final product will have much more of a kick. Smoked paprika will impart a different flavor, too.