Cultivating and preserving chillies is an art unto itself, which I will gladly leave to the experts. Bristol does not have the climate to grow much other than watercress. Roasting or smoking will bring out the flavour of a chilli, but experimenting with different ones is the only way to find out what you like. I suggest you start in the lower numbers of the Scoville scale. When eating chillies it is usually best to remove the seeds, as some people find these taste bitter.
If during your experimentation you find you have misjudged the heat of a pepper, water and beer will be of little help. Tequila has a high enough ethanol content to help a little more, but by far the greatest relief comes from fatty foods and dairy products. It is no co-incidence so many curries include cream or butter, and that Mexican food is often served with soured cream or guacamole.