Chilli Angel And Wizards

A Chilli Flower looking angelic, I can see the wings, legs, and head.

The second Flower on a seperate plant has just begun to open. I have grown two Chilli plants from Tatton Park bought seeds from last year.I acquired two more plants from work, and started a fifth plant from some store bought chilli's. I removed the seeds, dried them, then planted them.One plant survived from the eight seedlings.
I have a Blogosphere Chilli question...

Do you need to pollinate Chillis to make them set the fruits?

I read conflicting advice on the internet, so im putting out the question on the blog.
I have five plants growing, three definite varietys of chillis, and two mystery ones. I asked the lady who grew the seeds what she sowed in pots before bringing them into work. I have growing on the kitchen windowsill:
Chilli Jalapeno x1, Chilli Friars Hat x1, Chilli Serenade x1, and two plants from( Pepper World Beater, Corno Di Torro, and Chilli De Cayenne.)
Two of those are sweet Peppers but untill the plants produce recognisable fruit I will not know what I am growing.
I read Sweet Peppers are self pollinating.
So over the past few days I have been hand pollinating the flowers with a cotton bud, moving between flowers in a Bee like fashion. As i was doing it the question appeared in my head.
Does anyone know can you pollinate a Chilli plant flower, from another flower on the same plant? Or do you need two seperate plants of the Same Variety to exchange pollen to make fruit/Chillis?
The google research confused me, with talk about cross pollination making hybrid Chillis and losing the specific variety you grew to start with. Some Chilli species can cross pollinate, others do not cross.
Some websites talked about wind being enough to blow pollen from flower to flower.
The internet is good for somethings, but in this case has muddied the water even more..Does the blogosphere have some Chilli Wizards to help answer my question :)