I'm in the Central Belt, Stephen. If you've seen any of my previous photos on this topic, you'll see my chilli plants do well on both east and south facing window cills. I can't say I've had any joy with putting them out in a polytunnel or greenhouse. I HAVE tried, believe me!
Even in these dreich, wet and shortening days, I still have some of the plants flowering and all are still producing fruit - even the Scotch Bonnets and Habeneros.
Maybe you are a bit more sunny and sheltered where you live, so greenhouse growing wouldn't be totally out of the question, but as you know, we can have surprise frosts at most times of the year and your chillis would probably be severely damaged if left out of doors.