I've never done cayennes, but I have jalapenos. I've pickled them (make sure to open all windows & run a fan if you do that! The steam will kill ya!), made "hot sauce," which didn't turn out too well, and dried them. After drying, I grind them up into flakes. And I have a lovely cold salsa recipe that calls for 3 at a time.
This year, I was smart & only planted 2 jalapeno plants, instead of the 7 that I had last year!
I have used one or two in jars of jalapenos when i pickled them but this yr I planted 4 plants of each and I don't do hot peppers. Last yr I strung them and let them dry and we still have not used them, and now I have a bunch coming out of the garden.
i also string and dry them to cook with. I dry and grind them and mix with sea salt to cook with. I dry and grind them to just have pepper flakes. I also dry them and then pack them in a bottle god and tight and then fill it with hot oil to make flavored cooking oil (more for flavoring things).
"DRYING AND FREEZING TIPS
Enjoy your hot peppers any time of the year.
TO DRY: String hot peppers through stem with a sewing needle thread or fishing string. Then hang in a sunny window. That's it. Or easier still, just put hot peppers on a plate in a dry sunny location. Thin skinned varieties dry the best.
TO FREEZE: Real simple. Wash thoroughly and let dry. Cut off stem and leave the seeds in. Freeze in containers or plastic bags. They'll taste "fresh" any time you eat them.
ROAST 'EM AND CRUSH 'EM: Make your own gourmet crushed hot peppers. Preheat oven and broil to 250 degrees. Put dried hot peppers into oven in pan or on tin foil. Roast about 5 minutes or until just starting to darken. Let cool and put in blender. Crush to desired size."