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.
You may just have to judge for yourself.