Chilli is addictive, and IIRC it's because the heat part (as opposed to the chilli flavour) caused by the capsaicin and related compounds actually stimulates a pain response rather than a normal taste or flavour, which then triggers an endorphine surge which is of course the bodies own heroin. Sort of. It's simliar to exercise addiction, which is also partly endorphine based. So when you can't get chilli do an extra hard turbo session instead! It is an addiction as it follows the tolerance-dependancy-withdrawal pattern of addictions.
Personally I like New Mexican chillis, big and relatively mild, but then used as a vegetable in their own right so the food is as hot as indian et al. Also my local Tesco sometimes has Dorset Nagas, the hottest chillis in the world, half as hot again as the previous holder (Scotch Bonnets/Habeneros) and two thirds of the way to Pepper Spary!