Cayenne adds heat with no flavor. Other chili peppers add heat and flavor to your dish. My chili powder is a blench with ancho as the base(no difference rehydrating dried anchos or powdered!) then I add varying amounts of 9 other peppers for a very complex flavor profile. I use chipotle for some smokey background, habenero for heat and a fruity flavor, bird chili for more heat, etc etc. People buy my chili powder and I make it in 3 pound batches now!