If you are going to try 4, how about including one from a different species?

Most of the ones people have so far mentioned have been Capsicum annuum varieties, which are the most commonly grown types. C annuum also includes non-hot bell peppers. But there are 4 other species which have a wide range of varieties in common cultivation:
C. baccatum are the "aji" type chillies which are the most common type cultivated in South America.
C. pubescens are the "rocoto" chillies of South America, which have black seeds and attractive purple flowers, and generally rounded pods. They are harder to germinate, but then easier to over-winter (indoors in a pot), as they are more cold resistant.
C. frutescens are tabasco chillies, as used in tabasco sauce
C. chinense are the habaneros or scotch bonnets, and are generally exceedingly hot. They need a longer growing season, so start early on these and don't expect your crop till late.

Additionally, chilli-heads often like to grow wild-type species, such as tepin and ulupica. These are very small but very hot. Like pubescens, they tend to be slow to germinate.

Don't forget chillies can be very ornamental. My wife was tolerant rather than encouraging of my chilli growing, until she saw what ornamental plants they were come summer, and started arranging them around the patio. So how about trying some that are especially ornamental? Some of the ornamental ones aren't very good eating, but some are just as good to eat as other ones. Favourite ornamental chillis include Bolivian Rainbow, Pretty in Purple, Numex Twilight.

It is worth careful consideration of the size and habit of the plants you propose growing. Quite a lot remain compact and suitable for growing in a 6" to 8" pot, but more often they are large and spreading or straggling and either need a rather larger pot, possibly with vertical support, or a suitably large spot in the garden for the summer.

www.thechileman.org is a source of lots of good information, including a huge database of varieties. chileseeds.co.uk is a good source of a wide variety of seeds which tells you exactly what you are getting.