I use the broiler to roast my peppers. Just keep an eye on them and turn them over to get all sides done. If you have a gas stove, you can hold them right over the flame and roast them that way. You can also do them in a cast iron pan or griddle over high heat on your stove top. I just found I had better luck using the broiler.
I usually peel the charred outer layer of skin off of the peppers before I use them. Not all of it comes off, but most does. Some say to let them sit in a sealed paper bag until they're cool to the touch to help peel the skin off but I just let them sit until I'm ready for them.