A gentleman named Wilbur Scoville developed a heat index for chiles, which is the industry standard for measuring a pepper's pain to your palette. For instance, green bell peppers have a value of zero Scoville units, whereas habaneros are rated as between 200,000 and 300,000.
Here I'll give you some information about some common chiles you'll come across, and show you a picture, so you can recognize the chile you want for your recipe.
Let's begin. First up is the jalapeño. It is pronounced: hah lah pain yo. Most people think of the jalapeño as being very hot, but it actually varies from mild to hot depending on how it was grown and how it was prepared. The heat is concentrated in the seeds and the veins, so if you want it on the milder end of its scale, remove those parts.
Jalapeños are sold canned, sliced, and pickled. Canned jalapeños may be milder than fresh because they are usually peeled and the seeds removed. Pickled jalapeños are always hot.
A chipotle (pronounced: chi poat lay) is a jalapeño that has been smoked. The jalapeño rates between 2,500 and 8,000 Scoville units on the heat index.