Well, the ol' stand by comes to my mind first: cornstarch. Get the sauce just past a simmer, and stir a little in. Carefull though, it can get away from you fast. Nobody likes a vegetarian meatball in their q-sauce!
Also, I put honey in most of my sauces and that seems to help thicken as well. I usually have it on the stove while doing something else, just let the sauce reduce until you get the desired thickness.
or you could just add some flower, you just gotta be real careful with it or you get the same vegitarian meatballs as geek mentioned. I like to take a bit of whatever I'm thickening and add the flower to that and whisk it in til the clumps are all out. repeat til you have the desired thickness.
OR (again along the lines of what geek said) add honey, molases, or maple syrup. If you have a tomato based sauce you can add some tomato paste maybe...just be sure to add the right seasonings to offset the extra tomato flavor.