I prefer to use our gas grill for this venture, but you could use the oven, any grill, or even the flame of a gas stove top (I haven't tried this one personally, I just know it could be done...). Lightly spread oil over the peppers. I use olive oil that is in a pressurized spray bottle, but you could toss them in bowl with oil as well. Place over high heat (about 400 - 450 degrees in the oven), and char skins. Turn as needed until all sides are charred. Don't over char or you won't be able to peel the skins off (the flesh will be burnt as well and you don't want that). Once all sides are charred, steam the peppers to loosen the skins. To do this, either throw in a bag (ziploc or paper, just make sure if you use a ziploc type bag, it is freezer quality, otherwise it will melt the bag) or place in a bowl and cover. Let set for 10 minutes or so. Remove and carefully peel off the skins. It's ok if some of the flesh is darkened, as long as the skin peels off. Remove stem and seeds (if desired, I always do because that's where most of the heat is). Use as the recipe directs.
After roasting (the light pepper isn't done yet).