Germans don't like spicy food in general. There are a handful of restaurants serving something that actually burns in your mouth, but you have to beg them to actually cook it for you. For chiles in supermarket, you get the basic jalapenos and if you're really lucky, habaneros with a premium price.
Dried chiles are very lightweight, so probably not very expensive to have shipped to you in bulk. They're easy to rehydrate (and you can use hot stock instead of water for extra flavor):
http://www.chilipeppermadness.com/cooking-with-chili-peppers...