I pick mine anytime they're ripe, just look for that sexy, sexy red coloration. Sometimes they turn brown and stay brown, but sometimes brown ones turn red. Brown is when the chlorophyll remains. You have at least a couple week window, maybe more, till they get soft and you can use em then too ofc.

You can pick them green, that's how stores sell them usually for longevity, but since the ripe ones are so hard to get I wouldn't pass up the opportunity to ripen your peppers.