If you're looking to get a nice smoky char on your peppers while achieving just the right tender texture, a method I've had a lot of success with is to place the peppers directly over the flame of the gas stove (sorry electric people).
It doesn't take long—maybe five minutes. All you do is crank up the flame and watch over the peppers with a set of tongs in one hand and a glass of wine in the other. This way it's easy to see what's going on with them and you can turn them to control the rate of cooking, assuring perfect charred-all-over peppers without raw, impossible to peel areas or overly blackened, dried out patches.
The peppers will fill your kitchen with their tempting aroma, they'll be perfectly soft and best of all, they'll be a snap to peel.
When they're done, wrap them in a clean dishtowel and put the towel in a plastic bag to steam. Once they're cool enough to handle, they'll peel beautifully. They'll even have a nice roasty flavor as if you'd cooked them over an open fire…because you did. I've been cutting them into strips and marinating them with olive oil, thinly sliced raw garlic and capers and adding them to everything.