If overwintering this year’s pepper plants doesn’t appeal, you might instead like to consider Emma Cooper’s approach.
When she last posted on the subject, Emma had sprouted pepper seedlings earlier in October. Given that the difference between a good gardener and a not-so-good is about a fortnight, why not give it a go now? Although it's rather late, if you have good light and a heated propagator, you should get something started. Regard it as an experiment and let us know how it goes!
Incidentally, I managed to buy a pepper plant last spring. If anyone has the remotest idea what it was that I bought (see picture), do let me know.