well, you can always go to the store and get a bottle of that shake pepper, you know the kind for pizza and whatnot, plant those seeds, they are pretty much cayanne.

or go to the mexican section in your store and look at their dried peppers, there is a new mexico pepper that is about 5 inches long and drys well.

for drying

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Lots are good for drying here are the ones I use:

Jalapenos
Pablano, this is a staple ingrdient when ground to powder and making chili
Nu-Mex
Cayenne, when ground to powder is red pepper.
Paprika
And many others.