How to roast a bell pepper
While we call them "roast peppers," they really should be called "flamed peppers." The technique used to roast bell peppers is very different from the roasting method used for most vegetables. Roasted vegetables are roasted in a hot oven, whereas roasted peppers need to be exposed to a flame -- either under a broiler, on a gas stove top or on the grill. My preference is under the broiler or on the grill. Whichever flame source you chose, the goal is to blacken the skin of the pepper.
Preparation is key
For the broiler method, to get consistent blackening of the pepper, cut the pepper into flat pieces so the pepper lies a uniform distance from the flame. Any part of the pepper that sticks up will blacken faster than the rest of the pepper. Seed the pepper, and cut into 4 quarters by slicing from top to bottom. Cut the rounded edge off the top and the bottom of the quarters, so that you have four flat rectangular pieces. (I recommend snacking on the rounded edges.) Brush with olive oil and place in a broiler pan skin-side up.
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Broil to blacken, not burn
Broil the peppers on high about 6" from the flame until most of the the skin has blackened. Check after about three minutes, and then every minute or so once the peppers start to blacken. You want to blacken the skin, but not overly burn the flesh of the peppers. It should take 5-10 minutes.
Steam to remove skins
Remove the blackened peppers from the broiler pan and place in a paper bag. Close the bag and allow the peppers to steam for about 10 minutes. Allow to cool. Remove the skin from the peppers. The skins will slide off easily after blackening and steaming.
In a pinch, you can cheat
There is no shame in store-bought, jarred roast peppers. They are pretty darn good. I always have them in my pantry so I can quickly add them to dishes when I am out of fresh peppers or don't want to take the time to roast them.