To heat up cocktail there are a few options. Sometimes a whole pepper is the garnish (Habanero Martini) or dried pepper rims the glass (Tamarind Margarita) and then there are the hot sauce choices of a Bloody Maria. Once in a while the spice comes from a combination of drink and garnish, like this great Red Pepper Sangrita Margarita (pictured), which uses a whole red pepper along with a shaken puree. Or you could get it all over with via a simple Prairie Fire shooter and forget about savoring the heat.
There is a point where a cocktail can be too spicy, literally burnt, so it's best to follow recommendations and experiment with caution. Cocktails are more delicate than a seven alarm burrito and, frankly, who wants to drink something that's too hot? Also, remember to wash your hands anytime you come in contact with the hot peppers.