Here's the hot and cold of it!

http://www.chili-pepper-plants.com/html/preserving_peppers_.html

Around here (El Paso), chiles are traditionally dried in ristras. You
can also freeze chopped peppers (no blanching necessary) or pickle
them. Freezing is probably the best option for your chili recipes.
Just chop them the size you want for your recipe, freeze them in a
single layer for an hour or so, then store in ziploc bags when frozen.
Unfortunately, storing won't be too much of a concern around here this
year because too much rain has ruined a good portion of the crop.
--
Matthew
Slow and steady wins the race.

How about trying to freeze a couple? I would give it a try and that
could give you a quick answer. I would not think that hot taste would
change, but texture could. In chili, texture would not matter too
much. I would be interested in your results.

i

Freezing Sweet or Hot Peppers
http://web1.msue.msu.edu/msue/imp/mod01/01600108.html

I ended up making making pickled peppers with mine but I see no reason
that freezing them for use in things like homemade salsa would not work.
 I'm not sure that they'll be good for salads and such after being
frozen.  Also, it looks like blanching is not necessary so that makes it
pretty easy.