I think you're referring to hot (spicy) rather than hot (cold).
If you want to spice up your salsa, consider blending them with the seeds.
If you still need it to be spicier, mix and match with different jalapenos. Look at Asian cooking.
Spiciness does not necessarily lose itself when it comes to heating it up. If you soak them in water long enough, remove the seeds then bake it in oil, sure, you'll lose a lot of its spiciness.
Consider removing more vinegar from your salsa and adding in more spices. Also, remember that things like tomato can suck up a lot of your 'spicy' flavor or neutralize your vinegar flavor.
Yes! leave the seeds and everything in! (except the stems). Make sure the outer flesh on the jalapeƱos is thick. Try Chile de arbol or chipotle for a REAL salsa with kick!