Not all paprika tastes the same, but that doesn't mean that you can't use one that's different than what's called for in your recipe. For example, you can used spicy paprika in place of sweet, but the final product will have much more of a kick. Smoked paprika will impart a different flavor, too.
Food scientists classify cayenne as a medium-hot variety of pepper. According to Colorado State University Extension, this spice clocks in at between 30,000 and 50,000 units on the Scoville scale, a method of measuring the amount of capsaicin in a hot pepper.