A few notes about peppers I have seen around town. So far at Farmer's markets I have only seen variations on habanero, jalepeno, and Poblano (and not for pickling, but Whole Foods had Hatch Peppers as of last Tuesday). I still need to check out both Russo's and Roberto's, both which usually have nice varieties and should have them now.
Arax: Had some nice small chili peppers, tabasco type lots of nice red and orange. They said the long red peppers (usually italian med-hot) were running very hot, maybe they got some cayennes. (Some of these could have come from Russo's, although I think they pick up a lot of their own produce in Chelsea.)
DeMoulas: Nice cheese (hungarian, apple...) peppers, plenty of red ones (these aren't so hot, but mix well with other peppers, good substitute for pimientos). Hot Cherry peppers were all green, but plentiful. Also had a lot of of non pickling peppers (really nice poblanos), dried, and sweet peppers.