I just wanted to update for anyone else that was interested in this.
I received my Xanthan Gum from the Spice Barn. I got a pound bag in a resealable ziploc bag. It should last several years!
I had several ketchup bottles and a couple of pint jars of 2 different sauces that I already had made up. One was a vinegar base Eastern style NC thin sauce. This is the main one that I wanted to thicken because all of the spices always settle out in the bottom. Even while using it you had to keep shaking while you applied it to your plate or you wouldn't get a good mix of the spices.
I was scared that I would get it too thick or lumpy, so I added 1/8 teaspoon at a time, shaking between each time. It took about 1 teaspoon to 16 oz to get the thickness I was looking for. Each time I added and shook, I would look at the bottom of the bottle to see if it was settling out. By the time I had reached about a teaspoon added to the mix, the spices stayed in solution.
I am very pleased with the outcome and I can't detect any off flavors to the sauce.
The next time I make a big batch of sauce, I'll determine how much to add and change my recipe accordingly. I think anyone that has a sauce, especially a thin vinegar base one, would be happy with adding some Xanthan Gum to the mix. It even sticks to the BBQ better when adding extra sauce to a sandwich.