Cayenne pepper is the hottest pepper that we normally consume. Chili is milder but still hot.  Now there are firey peppers known as habanero and jalapeno peppers that will really make one sweat.  These peppers contain Capsaicin which is where the fruit of the pepper plant gets its heat.

The heat from peppers is measured in BTUs.  Cayenne peppers can measure up to 40,000 to 60,000 BTUs.  The higher the number the hotter the pepper.

The body reacts to the heat of ceyenne pepper just like heat from a warm room. In fact pure cayenne oil can raise blisters on skin.  It is a chemical reaction rather than a physical reaction. Cayenne is used medicinally to treat poor circulation as the action of making you sweat is really moving blood to the surface of the skin. The body is attempting to "cool down" by pushing blood to the surface of the skin. The body's cooling process is evaporative cooling.

Cayenne and other spicy foods are typically consumed in tropical climates because of their "cooling" action.  Making you feel warmer than you are, and then causing a sweat will in reality cool you down in a hot climate.

Cayenne actually can raise the body temperature a bit, as it stimulates circulation and blood flow to the skin. An herb such as cayenne or ginger that promotes fever and sweating is considered to have a diaphoretic (sweat-inducing) action. This action can help reduce fevers and relieve such the congestion of colds and sinusitis.(http://health.howstuffworks.com/cayenne-pepper-herbal-remedies.htm)

Other foods that cause this same sensation but to a lesser degree are black pepper, ginger, yarrow (bitter herb), and horseradish.