Does anyone have a pepper/peppers that are an annual absolute must have ?

Personally, I like to always have some type of small Thai pepper growing. They are small, easy to grow, and pack a punch. Since they are small, they dry very quickly which is great for grinding and using in recipes. 

For me it would be guajillos as I make a number of Mexican dishes

Hatch Chilis are an absolute must!  When they come into season, our local (H.E.B.) grocery here in Houston even roasts them for you while you wait.  They freeze well and are a great addition to my award-winning Uncle Norm's Awesome Chili!