Would you be using the whole bottle of sauce? Like I said earlier, I would worry about something connected to a bottle of sauce that is basting, hmmm, raw chicken, or something like that. The cross contamination issue would be too great for me to want to even try it.
I know that a couple of "w" stores have "as seen on TV" aisles so you might want to check there.
I can't remember which episode it was, but Alton Brown on 'Good Eats' recommended a silicone brush type, but it had a waffle type thing in the middle to hold the liquid, otherwise the baste liquid would just run/slip off the silicone.
I can think of no situation where one would be feasible...It's a gadget to get your money....BUT WAIT!! If you order in the next 30 minutes...You'll get two!!! That's right...TWO for the price of one (You only pay $7.95 shipping and handling)