Roasting chiles is a very typical part of cooking Mexican food. A lot of recipes will call for chiles roasted and peeled, assuming this is part of your repertoire. If you have a gas range, you can char them directly on a burner. I'm a somewhat forgetful cook and the results can be nasty if you're not paying attention.
Cristina at Mexico Cooks! likes to use a preheated cast iron skillet. I think this is a fine idea but pre-heating adds to the time so I prefer to use a plain old comal.
I turn the chiles as they char, not worrying too much about all the missed nooks and crannies.
After the chiles has been roasted on all sides, it's time to bring out the Big Guns. The Bernzamatic torch was cheap and the bottles of gas are easy to find. Using tongs, I place each chile in the path of the fire and really go to town, leaving each inch of pepper skin charred and black. It's fun, I have to admit.
Most recipes will tell you to put the charred chiles in a plastic bag to "sweat" them and make the peels slide off but I have a weird feeling about hot chiles in plastic bags so I prefer to sweat them in a paper bag or in a large bowl with a plate covering it. Remember, this is a feeling, not a fact, so so as you like.
After letting the chiles rest for about 20 minutes, you can take them out and the skins should just slide off. Sometimes they're a little stubborn and you can use a knife to scrape them. A few bits of charred skin are nice so you don't have to be obsessive about it.
The chiles are juicy so I like to hold them over a bowl and squeeze a bit and let all that chile love ooze out. I've seen some chefs rinse the chile under the tap but it strikes me that some of the flavor is going right down the sink.
So pull out the insides, scrape the outsides and you have a beautiful roasted chile.
Discard the seeds and skins.
Now you can fry strips of the chile in oil with garlic and onion rings. If you are careful and leave the chile whole, you can cut a slit in the side and clean it out as best you can and then fill it with gorgeous things like cheese or shrimp. You can also make a fine soup by blending the chiles with chicken stock.
Please note that many of Rick Bayless' recipes have you broil them in an oven and Mexican chef Ricardo Muñoz Zurita deep-fries his when he has hundreds to do. I find the very best chiles come from the grill when the coals are on their last legs.