I'm wondering a few things.
Are they still in very small pots?
Why have they not gone outside?
Some peppers do do well coming in for the winter. Habanero types have done well for me. =
They really need to be in lightweight pots that are about a foot tall outside. Well they can be inside a greenhouse of course. Depending on variety, I sometimes put two plants in the pot. Pots that size are fairly easy to move in or out and the pepper plants will grow to a good size.
Remy

They are still in small pots. I am thinking of upgrading their home size within the week. It's too cold in my climate for Peppers to be outside in the ground. They don't do well. This June was among our top coldest and rainiest Junes in about 30-50 years.

Sorry about your cold June! It is warmer and sunnier here, but peppers do better in pots here too.
They really should of been potted up awhile ago. They will only grow so big in small pots. So they do need to be in much bigger pots to perform as they should.
When inside, you have to take care to pot up incrementally at a slower pace as too big of pots will hold water and cause root rot. Outside, you can go from a small pot to a 10-12" pot in one step since the sun and warmer temps keep pots from holding water for too long. Unless of course you are having cold rainy weather as you have had.
You may have success in slightly smaller than 10-12" pots with varieties that naturally stay compact. I wouldn't go much smaller though.
Hope that helps,
Remy

It's too cold in my climate for Peppers to be outside in the ground. They don't do well.

I am in zone 5b and grow jalapeno in ground with great results. Picked a good amount this year already from my jalapeno. I will say that jalapeno are well adapted and do very well even in my climate.

These little guys are now little bushes and giving a lot of harvest!!!
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If you have had bad luck with peppers in the past in ground I would try jalapeno as they are widely adapted.

What varieties do you have? They really should be in the ground or bigger pots by now (but I understand, I still have some in 4" pots). I have successfully overwintered a couple of plants in 2 and 5-gal pots, but had only about 20% success rate (probably more due to aphid infestation than anything - I gave up on a few and just put them outside to die rather than infest the others). They will need about 65-70 degrees and as much sun as you can give them (I have south-facing window) over the winter, or grow lights. Don't expect any fruit over the winter - they'll just be in maintenance mode. In fact, since yours are in small pots right now, you might not get any harvest at all this year (I'm kind of wondering if it's worth planting the ones I have left in small pots - but worth a shot to harvest them green). Depends on the DTM of your particular variety.

If you're in zone 8, you might have enough time to get them in the ground and harvest green. If you have rare varieties, then pot them up and feed them just to maintain them for next year. If they're common varieties like jalapenos, I'd stick them in the ground now, see if they produce, and just start new seed next year - Jan would be good since peppers take longer to germinate and don't grow as quickly as tomatoes. Then you can get an early start next year - get them in the ground about 2 weeks after last frost in the spring.

HTH - go to Hot Pepper forum and search overwinter for more info.

Overwintering peppers is easier than it sounds. Your plants aren't very big, so you can basically just dig them up, put them in pots, and bring them in to a sunny window.

Later on when they're full sized, you would want to trim them back fairly harshly, dig them up, trim the roots back enough to get it to fit in a medium sized pot (12").

You can also do this to them to overwinter:
http://www.fatalii.net/growing/index.php?option=com_content&task=view&id=95&Itemid=105