Suggested chili peppers for steeping in alcohol (bourbon, specifically)
Jalapeño would indeed not be a good choice, but if you can buy them locally red Thai chilli peppers are great for this: I use 2 of these per bottle of vodka and then a dash of liquid honey, but I put the peppers in whole and leave them be for at least 6 months.

As you seem to be in a bit more of a rush:


Wear gloves!
Cut them in 2
Remove the seeds
Cut them up in small strips
Add them to the Bourbon a few days in advance


The  "I want it all and I want it now!" method:


Wear gloves!
Cut them in 2
Remove the seeds
Fry them in enough grapeseed oil to cover them all
Add as many drops of the spicy hot oil you now have into the bourbon until the taste is like you want it to be¹
Serve immediately.


Note¹: The alcohol will ensure the oil gets dissolved as long as you don't start pouring it in...