Yes, I've used both ginger and cayenne for quite some time now. Although I have used cayenne for weight loss/thermogenic effect, I have only used ginger as an aid to increasing protein absorption, so I can't really comment on it's use as a thermogenic.
However, as for cayenne, if you can tolerate it, it is a pretty decent thermogenic. When taken in proper doses (follow the label foremost), it causes an increase in sweating. Whether or not this actually translates to greater fat loss is questionable. I will say this for cayenne, I believe that it helped me achieve lower fat levels when combined with cardiovascular exercise.
Ginger contains a protein-digesting enzyme called "zingibain" acting very much like bromelain in pineapple. This enzyme is one of nature's richest proteolytic enzymes. You should get the protein digesting effect from normal doses recommended on the side of herbal ginger from the health food store.
Keep in mind that ginger is a blood thinner and so you'd want to be careful if you are taking any other herbal or medicinal blood thinners.
As for information to back this up, go to your favorite search engine and plug in zingibain. That should refer you to some sources.