I, too, find it more predictable to just buy new seeds in the spring. I mean, half the fun of gardening is to peruse seed catalogs!
If you do use your seeds, know that peppers cross-polinate very, very, very easily. You will have NO IDEA what variety will pop up when you plant in subsequent years. One year we grew what we referred to as "Papal Peppers" (a friend gave us seeds from a pepper they picked off a bush they saw in Vatican City). It was an upright, yellow when ripe, semi-hot pepper about an inch long. It got so that it was a joke to see what came up the next year. Every year the seed produced a different kind and color of pepper, depending on what was in our garden or our neighbors'. Hey, don't believe in evolution? Grow peppers from seed over years, trust me, they WILL evolve!