How do you make a deep spicy flavour that leaves you wanting more? I'm not sure if this is going to make much sense and I apologize in advance, but hopefully someone understands what I mean.

So my problem is with spice, such as when I make curry, I'll add chilli powder and/or cayenne powder, which while it does make the dish spicy it's not a very 'deep' spice. Like it's only on the tip of the tongue if that makes sense.

What I want to do is have that deep spicy that while burns, still leaves you wanting more. I think in like chinese dishes, or if anyones had it in that packet ramen which says 2x spicy on it. 

What methods/techniques/ingredients/etc can be used to achieve this?
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