Oh man, stuff those babies and you will be in seventh heaven, my friend. Here's what you do:
1. Make shit to stuff 'em with. That can be a grain (rice, either brown or white, or kasha, or barley, or, um, whatever else you can think of), which you cook up separately. When the grain is done, toss it in a bowl with plenty of grated Parmesan (the real shit, not that godawful stuff in the green can), some chopped parsley, some chopped walnuts, and maybe some shrooms. If you include the shrooms (either buttons, criminis or portabellos; your choice), you really should saute them in butter with maybe some rosemary before you toss 'em in the bowl with everything else. Oh, shit, put some onions in that, too. You can put 'em in the bowl raw and nicely chopped, or you can caramelize them first in butter as well, also maybe with some fresh rosemary. Basically you're trying for a bit of moisture in your stuffing mixture, and if that moisture comes from a fat, so much the better. Mix everything together, for this sacred mixture is your stuffing.
2. Cut the ends off the peppers, scrape out the seeds, and stuff 'em. Lay them down sideways in a baking dish. Some of the stuffing will fall out, but c'est la vie.
3. Stick 'em in the oven at, say 350º for maybe 45 minutes. Your goal is to get the skins mostly translucent - that should indicate that they've caramelized a bit themselves, and their natural sweetness is ready to dance a jig on your tastebuds. If they turn a little brown on top, so much the better.
Enjoy! And you will. Trust me, you will.