What are some good ways to Roast Peppers
If you have a gas range, just fire up a burner. Make sure to have some tongs ready if you can't rest the pepper at a good height above the flame. (You'll probably want them to turn the pepper anyways.)

Once sufficiently blackened (and not on fire mind you) toss in a paper bag and close it. Let it rest and the residual heat inside the pepper will continue to steam it from the inside out.

Once cooled, remove the skin.

Feel free to use water to cool or help remove the skin, but you may wash away some flavorful oils.

I prefer this method as it lets me keep an eye on the pepper the whole time instead of having to peek at a hidden broiler. Plus, you can make sure you get an even roast.