Try them grilled. If you leave the pepper whole and eat the placenta (scrape seeds out when it is cooked) too it can be equally hot or hotter as the heat breaks down the pepper flesh but all that heat had nowhere to go. Plus, the higher temperature opposed to some other cooking methods carmelizes some of the sugar in them for an added flavor boost. Broiled isn't bad either, but I like to put whole ones on shish kabobs, mostly the C. Chinense or jalapenos, but deep fried in cornmeal isn't bad either if your diet allows for the extra fat.