I've pickled them and my habs. But now, like Andy, I prefer to freeze my jalapenos. Pickling helps tame the heat of the habs so they are easier to cook with, but I like the jalapenos with a fresher (nonpickled) taste.
I just did it off the top of my head -- no recipe.
has excellent recipes for just about anything involving hot peppers. I use their hab jelly recipe and it's excellent.