I'm growing Bhut Jolokias (amongst other pepper plants) at this moment!
I've got some jalepinos that I'm going to give a try growing this year. I'm in NW Montana and supposedly they will grow and produce well here but we'll see. We get frost into May so I've still got probably another month and a half at least before I start the seeds indoors.
I do have a grow light and a hydroponic setup in the house though, so that helps.