Some people soak their seeds to soften the shells, some keep them between moist kitchen roll in a ziploc bag until they start to sprout, both with or without a nutrient solution of some sort. I can't say I really know what works best.
Regarding Chilli Wizards, they're definitely a lot more trustworthy than somewhere like ebay or amazon. I have heard occassional tales of people getting not-Reapers from them but, even then, they've all been very similar peppers in appearance, heat and taste. You're likely pretty well off with them.
And, as for your final question, is that about growing medium or seed storage?
I grow mine in compost from a relatively local garden centre and have had no problems when growing indoors but others here go far more in depth than I do. At a beginner level, though, anything you can grow tomatoes in should be fine for peppers. Just, if you have the time to spare, consider baking or microwaving your compost, then letting it cool before use. It gets rid of anything else that might be looking to live in it.
Storage-wise, people tend to use those generic little press-sealing plastic pouches that some people associate with drugs. The seeds can be chilled to help ensure dormancy but it's rarely necessary and the slightest moisture will kill them if they go below zero. The main thing, chilled or not, is simply to keep them dry and well labelled.
If you wish to save seeds from what you grow, simply pick them from the peppers and place them in kitchen roll, fold it for protection and then put something with a bit of weight ontop (a small can of paint, a bottle of ketchup, whatever you have lying around that will apply light pressure without crushing them). After a few days, all the moisture should have been pressed out and you can back them up for next season.
Another thing worth noting is that, under normal conditions, pepper plants are essentially hibernatory. They will look like they die once winter sets in.
If treated well, however, and kept relatively warm, they should spring back into life once the wheather improves.