I like to make my own roasted peppers when bell peppers go on sale in the market. They are great for antipasto, pasta, and even blending for dressings and sauces. Much cheaper when you DIY too ;)
Shop for the brightest, firmest peppers when you are in the store. I don't find size to matter all that much, but I'm sure a normal size pepper is sweeter than a monster size.
On a large baking sheet, lightly coat the surface with olive oil (I use a pastry brush or olive oil spray). Wash the peppers, and place whole onto the oiled sheet.
Roast in a 500 degree oven, turning occasionally, until as much of the surface area is charred as possible.
Remove from the oven and immediately cool in a bowl of ice and water. Soak 3-5 minutes and drain.
Remove the skins. Then pull out cores, ribs, and seeds from the top if possible. If you can't smoothly get things out through the hole the core made, cut the peppers in half and use a pairing knife to clean out the inside.
If you are not using immediately and want to store:
Line a clean baking sheet with wax pepper, and lay out peppers so they are not touching. Freeze 2-3 hours, and then put frozen pieces into a freezer bag.
You can do this with any color bell peppers, but red are amazingly good for you and have as much vitamin C as an orange without as much sugar/calories.