For a bit of fun you can also make your own capsaicin cream, and experiment with the strength that works best for you:

For example:

2 Tablespoons Habanero Powder
2 Cups Olive Oil
¼ cup Beeswax

You'd heat this up to melt the wax, let it cool, and put it in a jar. A little sting when applying is normal, but it shouldn't burn, so you may need to experiment with the ingredients.
This would make a high strength cream with only natural ingredients. For even more fun, grow your own peppers.

(Warning: always wear gloves when handling the powder or peppers.)