Peppers are one of the most challenging of home garden crops, but most of the difficulty is borne during the plants early life. Pepper seed requires heat to germinate; it just won't do much in cool soil. So the first trick is to find a spot that is steadily warm; above the fridge may work, as might a spot near the woodstove. Sow pepper seeds by late March; they mature later in the season than tomatoes, and to get a good crop of ripe peppers requires an early start. (If you prefer green peppers, you've got more flexibility.)
Sow peppers about a quarter-inch deep in soil blocks or plug trays. Give them a good ten to fourteen days to germinate before thinking of giving up on them. Once up, peppers grow quite slowly when young and, again, require warmth to grow quickly. In the past we've grown ours in a cold frame; on especially chilly nights we set pots of boiling water in the enclosure and throw a blanket over the whole thing. If you have a heating mat or heating cables, use them to keep the peppers toasty (but be cautious not to dry them out).
Peppers should not be transplanted until the weather is settled, usually about two weeks after tomatoes go in. Space them about 18" apart. Row cover provides a warm microclimate for quicker growth. Although most pepper plants stay much smaller than tomato vines, their stems are weak and, when loaded with fruit, they tend to blow over in late summer storms. They can easily be staked to prevent this.
Harvesting green peppers increases the total amount of peppers you get from a plant. If you like both green and fully ripe peppers, harvest some green; when you stop plucking the green ones, the plant will fill with ripe fruit and cease production.