Of the many tasks and techniques in the kitchen, roasting peppers is perhaps my favorite.
If I'm going to use peppers of any kind in a recipe, be they bell peppers or chiles, I will almost always roast them first. In the case of bell peppers, especially red peppers, I like the sweetness that develops. With chiles, roasting helps mellow out some of the burn and accentuates the underlying fruity flavors in the pepper. It is, after all, a fruit. It's not that I don't like the bright, forward heat of raw chiles. On the contrary! Very often I will use a combination of raw and roasted to get greater depth of flavor.
Best of all, in both cases, roasting breaks down some of the tough cell walls of the flesh of the pepper, making it more digestible. I find raw peppers to be a little distressing on the system sometimes. (*Urp*)
With chiles, as they tend to be small and roll around a lot, I'll put them on a pan and under the broiler. Bell peppers, being bigger, I usually just do over an open flame on the stovetop. In either case, be sure to roast them well all the way around, until the skin is completely charred, papery and pulling away from the flesh.
Once cool, peel away the skin (you may want to do this under running water if it's being stubborn). Slice open the peppers, scrape out the seeds and cut away the ribs. The flesh of the pepper should be soft and supple. I usually chop my roasted chiles very finely, almost to a paste.
The chopped chile paste will keep, refrigerated, for several days, and is easy to add to pretty much anything. It lends a gentle burn and vegetal flavor. How easy was that?