Hi Tim!
Clay soil has its ups and its downs. The bad news, it doesn't drain well, and it's hard to dig.
The up side is that it retains water for plants in our desert environments. That, of course, is huge, but has it's own challenges.
I do know you can grow chiles, but I'm sure you know that! My best advice, not being in that specific area, is to find out from your local extension office (
http://valenciaextension.nmsu.... ) what does well in your area, as well as a good planting calendar.
So many of us in the Southwest try to adapt our gardening schedules to match what we brought with us from other places. That is the perhaps the toughest part of gardening in the S'west - adapting and leaving what we once knew behind. The good news: there's plenty for us here. Please let us know if there's other info we can help with and best of luck to you!