I live in Delaware and have already harvested my jalapeno and chili peppers. If you do nothing but leave them on the dining room table, some of the green peppers will ripen to red, some will dry out (get wrinkly, but remain edible), and many will start rotting or growing mold.
You can freeze them whole or sliced, but I prefer drying. I dry the chili peppers whole, only cutting off the stems. (They're too small to handle.)
The jalapenos, I cut in half and remove the seeds, which is optional.
In both cases, I place them on a baking sheet lined with parchment paper, and "roast" them at low heat (my oven's lowest temp is 170) for 20 mins to an hour, then turn off the oven and let them dry overnight or over 36 hours -- until they are completely dried out. For fleshier fruit, I turn the oven back on after a few hours -- alternating to keep the oven dry.
Last year I ground them in a coffee grinder, but I won't do that this year -- I'll just store them in a glass jar and crush what I need when I need it. If you grind, consider wearing gloves, goggles, and a dust mask.
Another way to use fleshy hot peppers fresh or thawed is to press them in a garlic press, cut into press-size pieces and place them in the press skin side up -- it's like mincing, and you don't lose the juices.