If you can take the heat, chili peppers can be an excellent way to add some spice to your Paleo diet. These peppers are about as nutritious as they are hot. They contain significant amounts of vitamin C, carotene (which the body converts into vitamin A) B vitamins (particularly vitamin B6) potassium, magnesium, and iron.
Paleo and Autoimmune Protocol
Although plants are normally a beneficial part of any Paleo lifestyle, there are a few exceptions. Nightshades have been known to cause digestive issues and inflammation in certain individuals. In that case, total avoidance of all nightshades (including peppers) is ideal for those people.
The best way to determine if you are sensitive to nightshades is to eliminate them from your diet for a certain period of time (usually about 30 days) and then gradually reintroduce them and take note of their effect.
Mark Sisson gives his endorsement of eating spicy peppers here.