Remember that what we might call an adjective is in reality a verb - a word meaning "to be hot" - not the word "hot" in isolation. And since Korean is a Subject-Object-Verb language, the verb must come last.
The particle -보다 indicates comparison.
In English, comparisons are quite complicated: Cheap food is hotTER THAN expensive food.
You had to change your adjective from one form to another (hot -> hotter) and add the word "than" to your sentence. And sometimes it's even weirder!
So Korean keeps it simple. Let's go back to Subject-Object-Verb order:
- What's hotter? Cheap food. Great! Put it at the start of your sentence.
- What's it hotter than? Expensive food. Awesome. Put that next and tack on your handy-dandy -보다 particle, to indicate comparison.
- And then your verb, as always, goes last.
Platyfrog's explanation is great, but just to put it a different way by breaking down the word meanings in order:
싼 음식은 비싼 음식보다 뜨겁습니다
싼 음식은 = regarding cheap food, 비싼 음식보다 = compared to expensive food, 뜨겁습니다 = it is [more] hot (i.e. hotter) to the touch.
The word 더 ("more") is left out here because it's implied by the comparison. If you didn't think the listener would be able to infer thaf from context, you could be more precise by saying "보다 더 끄겁습니다." Or if you wanted to say it's less hot, you would say "보다 덜 끄덥습니다."