I have four.
Jennifer Trainer Thompson's "The Great Hot Sauce Book" - The information is dated and there a lot of "mom and pop" ones from the caribbean. It's worth flipping through it if you see it in a book store, but not really worth the $16.
Mark Miller's "The Great Chile Book" - Has pictures of many different peppers, and what to look for when they are ripe. Very brief information about flavor, where it is grown, and uses. Has some information on drying peppers and some recipies. Not much in-depth information.
The last two are cook books. "Some Like It Hot: Spicy Favorites from the World's Hot Zones" is excellent IMO. It doesn't have pictures, but the recipies are authentic and not very Americanized, and there are sidebars discussing various ingredients.
The other one is a Barnes & Noble book called "Hot & Spicy". I've made several recipies from it and have been very pleased. Check the bargain priced books section in you B&N, which has a ton of good cookbooks, including Thai, Indian, and Chinese; all at very reasonable prices ($7-13 average).
While I'm at it, there is a book there called "The Great Ribs Book". Not necessarily "hot" recipies, but I've made the most amazing ribs using their recipes.