Rinse peppers or chiles and dry very well. Place a piece of aluminum foil on a heavy cookie sheet or broiler pan for easy clean up. Place them in a single layer on pan and place under the preheated broiler or on a grill. (If using an outdoor grill there is no need for a pan, just place them directly on grill rack).
Watch them closely and turn only when they have turned black on one side. If you think you have burned them you are probably doing it right! Blacken the remaining side and remove from heat source.
Using a pair of tongs transfer the blackened peppers or chiles to a paper or plastic bag (you could even use a pot with a tight fitting lid) and close bag well so condensation can build. You could also just lay a clean kitchen towel over the peppers or chiles and let the condensation work.
Once they are cool to the touch, simply peel off the blackened skin and remove the stem and seeds and membrane inside. You can use a paper towel to get them cleaner but the small charred pieces add to the flavor in your dishes. Do NOT rinse with water for any reason!
Now you can use them immediately, keep in the refrigerator for a few days or freeze them! I like to place them back on the pan in a single layer and freeze them that way,. Then transfer them to a zipper type bag and remove as much air as you can. Now you have individually frozen peppers or chiles and can remove just one or two as needed!
If using hot peppers or chiles remember freezing them can increase their spiciness a little! That can be a good thing!
NOTE: You can use this method for any type of pepper or chile just be careful to keep them separate for storing and using. I would also keep them from touching during the process to avoid transfer of spiciness to otherwise sweet peppers. Maybe roast together in a pan but let them "steam" in separate bags. Enjoy!
OH AND BY THE WAY: If roasting hot peppers or chiles you may want to wear gloves to avoid getting the oils on your fingers and then in your face! OUCH!