The Spicery has a very wide selection of chilli and other such spices and do free delivery which is always good, their black peppercorns are the best I've found so far, other spice shops are available.
On Chilli, yes there are different levels of heat, I like to get flavour over just pure burn, so a nice blend of ancho and chipotle, both smoked dried chillies which gives them their depth of flavour. Ancho is the poblano chilli smoke dried, you can use them whole re-hydrated and stuffed with a sharp cheese such as feta which is great, or use them in stews, kind of a chocolate flavour
chipotle is smoke-dried jalapeño chilli.
Of course if I could work out how to grown them both then smoke dry them I would be on a roll