I find it depends on their condition when they're frozen. Small ones retain more bite, ones that are a bit less fresh tend to be soggier or the seeds turn black. I usally use frozen chillis for slicing finely, so I'm not to bothered too much by that. I'd probably try to buy fresh if I was doing a Jalfrezi or something like that.
And red ones seem to freeze better than green probably due to their size.