I used to run an organic garden and we used to plant all kinds of peppers together. Planting different varieties together is only a problem if you are planning on saving seeds, otherwise they grow and produce very well side by side.
The peppers you listed are actually pretty easy to tell apart. Anaheim and Yellow Hungarian are similar, but usually identifiable by color fairly early in development. The others have very distinct shapes.
Anaheim - long, tapered, turns from green to red when ripe
Yellow Hungarian - long, tapered, turns light green early, then yellow, then orange/red
Jalapeno - short, smooth, plump and stubby, turns from dark green to red
Red Cayenne - very thin and long, turns from green to red
Cherry - small, round, turns from green to red
If you need visual aids, check out Burpee.com. They show pictures of all of these varieties. Good luck!
Judy mom to Dash (9), Corbin (7) and Will (3) :