sassy, any kind of peppers will do, depending on your taste. traditionally (in my neck of the woods), green and yellow, or even red bell peppers are used. i have made it with banana peppers and other wax peppers, as well as mixing in hot peppers to spice it up. thicker walled peppers are better, tho.
to make a true joisey sausage and peppers, you sweat the peppers and onions with garlic, bay leaves, and oregano in a skillet in evoo while grilling the sausages seperately. do not cook the sausages all the way through. when the pepper mix is just soft, add the sausages and a little red wine, cover and simmer for a few minutes to allow the flavors to mix and to finish the sausages.
serve on a hollowed out portugese roll, like a short italian loaf. top with a little tomato sauce and any juices left in the pan.