Hey, Smokebuzz!
White Cloud has it down about the seeds and membrane. In the milder green peppers and Holland style colored peppers the seeds are a moot point. Grind'em or remove'em. No difference.
But, as you move up the Scoville Scale into the hotter peppers...then you will notice a difference.
You did not specify the type of pepper you are referring to. For my buck, if the supply was good, I would do half of a batch seeded and half unseeded. Then take your pick.
Also, when it comes to peppers with heat, the pepper may be mild or hotter'n hell depending on all the factors that a pepper's growth depends on.
So try a few diferent peppers and experiment a bit. Let us know what you find!
Cheers!