For hotter chilies, habenero chilies are very prolific. It doesn't take many plants. I never do more than 2 plants. Within the New Mex chili varieties, I have tried 4 or 5 and have had the best luck with Joe Parker. Starting the Seeds For Connecticut, I like to start plants around February 1-10.
Chili seeds take a while to germinate and their early development can be slow.
The biggest mistake is to move the plants to the garden too early. There seems to be little gained by transplanting before June 1. In 1997, the month of June was so cool here in Connecticut that even that proved to be too early. I find porous black plastic mulch is the best method for chili culture. This warms the ground early in the season and keeps down weeds.