I like hot and spicy but if it's too hot you lose the wonderfully complex flavors of the peppers.
The Spanish piquillo is a pretty red color and has a sweet flavor. It's spicy but not overwhelming. Great to stuff with cheese or potato filling. Stuffed, battered, and deep fried they are an incredible hors d'oeuvres.
A few years ago I found some "chocolate" peppers from an Amish farmer that weren't very hot but really did have a sweet sort of fruity chocolate flavor. They were red/brown and looked like or ancho. I've never seen them again...