I start all my peppers from seed under lights in my kitchen. They are easy to grow from seed. I start poblanos in late February, because they have a really long time to harvest. I start all the other types in mid- April. It takes 10- 12 days for them to germinate. After the first set of real leaves appear, I up-pot them from the seed starter coir tray plugs to a 4 inch peat pot, but keep them under the lights. When they get too large for that, I up-pot again to a larger plastic pot of about 8 inch diameter. Those pots I put out in my driveway during the day to cold harden and bring them into my garage at night. I do this for a week or so and then transplant them out to the garden. I cage all of them for support in the garden.
I have had some success in saving seed from one year to start the next year. A key is to leave one or two peppers on the plant until they are overripe(let them turn red). Then collect the seeds. Rinse them and let them dry on a paper plate. Also, keep your pepper varieties separated in the garden, so they don't crossbreed.
In addition to polanos, I grow jalapeños, serŕanos, cherry, cubanelle and Bell peppers. In the past, I've grown cayenne and Anaheims.