FWIW, I've done a lot of experimentation of chiles in hot chocolate. I've used cayenne and I've used chipotle and I've tried a couple of others as well since I'm very fond of the chile heat combined with chocolate. My verdict -- which is highly personal -- is that on the whole I prefer Arborio chile when I mix my own hot chocolate, it seems to have a complexity that cayenne lacks on my taste buds.
My recipe is never consistent, but always contains chocolate, cinnamon, chile, vanilla and a dash of orange.
I've also seen (and purchased) the Aztec Hot Chocolate mix in Whole Foods for those who have one in their neighborhood.