There are many things that you can add to your wine to give it a different and personal touch.
OAK If you like the taste of oak, add oak chips in primary. You can choose from American, Hungarian or French oak with a variety of "toasts" to them. If you REALLY like the taste of oak, you could use the chips in primary and either oak cubes or spirals in secondary. And if you were a squirrel in previous life, you could do all this and then age the wine in an active oak barrel.
FRUIT You could add a variety of fruits to the primary to extract some measure of flavor, such as strawberries, blackberries, blueberries, etc. I have "juiced" Granny Smith apples and added the juice to a Riesling in secondary fermentation, and it was great.
FRUIT BASES Vintner's Harvest Brand fruit bases come in a large (I think 96 oz) can and may be added to primary for a subtle flavor or used to back-sweeten wines that are fully fermented to dry.
FRUIT PUREES Oregon brand fruit purees can be used in much the same way as the fruit bases, above.
EXTRACTS A variety of extracts (usually a mixture of a particular natural flavor and alcohol) can be used to flavor wines. I have used lemon and orange extracts in some white wines and I have used almond extract in a Vin Santo sweet dessert wine that I made.
As far as hot peppers are concerned, though I have never used them, I would probably let them soak in the wine either in secondary or in bulk aging. All you want to pick up from them is the capsaicin in the pepper for the heat, I would imagine.
In any case, I would urge you to go slowly, think through what you are trying to do and, by all mean, BENCH TEST your idea. Try it with a bottle or two, not a batch. Also, keep good notes on what you did so you can repeat it (or not!). I will be branded a bit of a heretic for saying this, but I look at wine making a lot like cooking. Just as there is not one way to make pasta sauce, there is not just one way to make a particular wine.