My 4th batch (interestingly enough) was a specialty beer that I brewed for the Longshot Competition run by Sam Adams, that was basically a higher gravity American amber with a little less bitterness (1.064 and ~28 IBU) brewed with honey, coconut, and Thai spices (including hot peppers).
I am a little protective recipe because I scored a 40 in the competition and would love for it to win something before I publicize the full recipe, but in terms of chili peppers...
I added 1 tablespoon of cayenne (red) pepper in the last 15 minutes of the boil, and it was really just enough heat on the finish. Very pleasant and the judges really liked that aspect of it. I would start with that, and you can always add some more into secondary if you want more heat. I strongly encourage the exploration of chili beer though, because it can be awesome! Dry pepper tends to be good because it doesn't have as much of the oil that causes the head on the beer to disappear, plus people almost always have it lying around the house.