Yeah, I use everything from jalapeno pepper to Carolina Reapers and everything in between at various times. I never make anything that's just plain loaded down with nothing but reapers, but I use a mix of peppers to make things that are really hot but also have a nice flavor. The heat just makes things interesting, but heat for its own sake isn't very interesting to me. You could buy pure, refined Capsaicin, but what's the point. It would taste disgusting, like "Dave's Insanity" which is hot but nasty.
Here's a neat trick I like... combine Scotch Bonnet peppers (or pepper sauce) with the hotter stuff like Ghost Pepper, Trinidad Scorpion or Carolina Reaper. The Scotch Bonnets aren't terribly hot (a little less than Habanero) but taste really good... and then just a little bit of the other stuff to jack the heat up leaves the nice flavor while still making you sweat.