It's the same.
Parikas come in different grades, 7 iirc, but only 3 are usually available, 'sweet', 'sharp', and 'half-sharp', the latter two being non-standard at markets (but available from paprika dealers and spice retailers).
Though I don't use chipole in rubs for long cooks with smokewood involved, I do use it for short, quick cooks, as noted above for pimentón. Cayenne I use if I am seeking heat
only, which happens on occasion; mostly I use a hot chile that also has flavor, something cayenne lacks.
For Q rubs I'm quite fond of ancho, Aleppo, guajillo, cascabel, New Mexico (in mild, medium, hot or extra hot), aji amarillo, and a few others. I usually include two or three in a blend. I buy both whole and powdered from sources that move a lot of chilies of very good quality, so the flavors are great. I do toast then grind chilies (I have a specialty spice grinder but a coffee mill works) when needed - and of course for chilies unavailable powdered - but have found I like the quality of most of the powders the suppliers I use sell.
I buy the vast majority of chilies from
Sweet Freedom (click the link at the top of the page for powdered), NM chilies from
Da Gift Basket (click the link at left for powdered), and Aleppo (my favorite - it goes in rubs, on many pizzas, in sauces, over eggs, the list goes on) from
Penzey's It is not available whole anywhere I've found.