The Flat Branch micro brewery in Columbia, Missouri, has been brewing a chili beer for a long time, one of their many fine beers, and I used to turn out a pretty fair chili beer in my kitchen, but I don't recall either of them being quite as hot as Cave Creek chili beer. Perhaps because Cave Creek leaves a pepper in every bottle. I just came across this beer at Specs Liquors and thought I'd give it a try. One thing it isn't is subtle.
This video is old, and Cave Creek Chili Beer is now made in Tecate, Mexico, instead of Cave Creek, Arizona, but it's still interesting to watch.
....but hey, do what you want....you will anyway.