I've only been doing peppers for one season so far but I'm growing the basics, red birds-eye for a bit of heat and Jalapenos for flavour, they're stupid easy to grow and are more widely useful to me than any ultra-hot varieties.
I pickle the jalapenos in a simple malt vinegar and brown sugar brine and they are super tasty to eat straight out of the jar.
I'd like to try some more exotic varieties in the future but I'm happy for now.
Oh I also have some unknown chillis that are very small, red and pretty hot (I'd guess pretty close to an average habanero), I suspect they are malagueta, but they were left by the previous owner and I never knew for sure.