Hi Whandsy,
Have a look at
this post of mine from 8 July this year (although, you've probably already seen it).
These chillies were grown from seed 3 years ago and the plants are still very healthy and produce a good crop each year. They sit on an east-facing window, so they only get full light in the morning, but they still do well.
This season's crop was a little poor given the wet, cold and overcast summers we've had over 2 consecutive years, but I harvested the fruits in the middle of August before I went on holiday and I'm happy to say that I'll be harvesting more fruits in a month or so.
Here's some of the same plants 2 months on from the July photos and judiciously pruned since my return from holiday.





Up here in not-so-sunny Scotland, I sow my chilli seeds (and tomato seeds!) towards the end of January each year to give them an extended chance to grow sufficiently to produce fruit by the end of the summer. I re-pot them twice in the growing season - once after the seedlings produce true leaves and once after the plants show early signs of flower production.
When fruiting is finished for the season, I cut the plant back to the bare stem and only water occasionally. When the plant begins to show new growth as the weather heats up, I re-pot again.
None of this is to say that you shouldn't buy seedlings, of course, but growing from seed is easy enough, providing you give them an early start. And, if you really need to keep the plants small, you can always prune the stems to prevent legginess and encourage bushing.