Definitely get some lady bugs. I was battling aphids for weeks with the soap / neem and had good results, but never really killed them all and spraying a lot of plants every other day was taking an hour to do. I picked up 1500 for $7.00 from a local garden store and it's pretty hard to find an aphid now. If you do get some check out this post
http://www.thehotpepper.com/showthread.php?t=12438 The tips seem to have made the difference and almost a week later I still have tons of ladybugs that seem to have made my pepper their new home.