Freezing the bell peppers (any color) is a great solution.
What we like to do with jalepeno peppers is roast them on the grill and then freeze them in freezer bags. This makes sort of a chapotle pepper, which is great in cooking. Just freeze them whole and chop them as you need them.
Also, try pickling sliced jalepenos for use on nachos or in salsa throughout the winter. You should be able to find pickling recipes on the internet.