I just thought I'd pass this on. Although we usually grow Chilis as annual plants, either from seed or bought in pots, they are perennials (or at least some are).
Below are a couple of photos, one of a plant coming into it's 3rd year, the other of a flower bud. This has been over-wintered in my front porch which must have kept above freezing even during -10 last winter.
As you can see, it's just started growing new leaves again, and already has flower buds. This means I'll be getting fruit well before any new plants, so there is a benefit to keeping them going!
I did re-pot this one earlier on, it's back in the same container but with new compost surrounding it.