It's not so much the heat, as the flavor. Some varieties are very mild, and roasting brings out good, smokey flavor. Others are a little warmer, and some are hotter than jalapenos. I prefer the warmer and hot varieties. My wife prefers them a little milder.
One of the reasons I don’t care for Habaneros so much as I cant stand the smokey flavor. I find when I dehydrate them and grind them with a coffee grinder though I love Habanero flakes!