According to an article in today's (9/21/2010) New York Times, there are some potential health benefits of eating chili pepper
Studies have shown that the active ingredient in chili peppers does cause our metabolism to increase to the tune of about eight percent. The bad news is that this effect is short-lived, about 30 minutes or so. Your body, then returns to it's normal metabolic rate.
So, for example, let's say you're on a 2,000 calorie-a-day diet and your weight stays even consuming those amount of calories. All things being equal, you're burning an average of about 83 calories an hour. Of course, at rest you'll burn less and, when you're more active, you'll burn more. We'll just use 83 calories per hour, for the sake of this conversation.
In half an hour (the duration in which your metabolism is increased), you'll burn about 41 calories. The eight percent boost, resulting from the chilis, will make you burn about three calories more during that half hour period. Then, your body once again returns to its normal metabolism, as if you never ate them in the first place.