The below information is provided as a guide only, it comes from personal experience and is by no means complete.
We have had the best success in terms of giving your seedlings a good start, by using Jiffy (peat) Pellets. These cost around $7 for a pack of 20. (Alternatively a quality potting mix will do - if you are able, sieve the mix and utilise the smaller particles.) Sit the pellets in a dish of water for a few minutes, and once they have swelled to full size they are ready to plant seeds in. Plant seeds to a depth of roughly 5mm and make sure they are covered gently (not packed down hard). If you are using mixture, it is beneficial to plant into a seedling tray or very small pot initially - for reasons that will be discussed later. It can be beneficial to plant a couple of seeds per pellet/cell/pot in case one doesn't germinate. If you plant them in two separate holes you have a better chance of separating them successfully later. A germination/seedling box as pictured below can be a good investment ($10 - $20) in terms of keeping your media moist (and warm, if you have it under a light). A key factor in germination is keeping the media at a constant, warm temperature of around 25-30 degrees C. A heatpad is the best way of achieving this, however if you don't want to go to this expense (around $60 for one without a thermostat), a warm place like on top of the fridge or hot water system may help. However don't make the mistake of keeping the tray/pots in the sun as once they sprout they will be too fragile for direct sunlight. Until they germinate they can be kept in the dark, and should be kept moist (but not swimming). A spray bottle on mist setting can be an effective, gentle method of watering.
As mentioned earlier, having planted into peat pellets, seedling cells or small pots has a couple of advantages. Less space is required, a mini-greenhouse can be used, and by restricting the root growth (within reason) it encourages more above-ground development in the plant. One needs to be careful though, lest the plant become severely root-bound as this will negatively impact it's health. If you have planted into a Jiffy pellet, once the plant has several pairs of true leaves you should consider planting it into a small pot - the beauty of pellets is that there is no transplant shock in doing so - you just plant the entire pellet without disrupting the root system at all. Always be careful in handling young seedlings, the stem does not tolerate undue bending or twisting. If you have multiple seedlings in one pellet or cell, you need to decide whether you want to attempt to keep more than one. If not, choose the strongest one and chop off the others. In a Jiffy pellet, if two are some distance apart, you could try slicing the pellet in half with a sharp knife (be aware the pellet has the ability to fall apart when the mesh is no longer holding it together), or you could gently pluck one out of the pellet and transplant it into potting mix. Attempt this with the weaker/smaller of the two, and handle the stem as little as possible, grasping by the leaves. Unless you really, really want the additional seedlings, it's safest just to chop off the smaller/weaker ones leaving only a single strong specimen per pellet.
Chilli plants generally tend to enjoy dryer conditions. Above all, they do not appreciate sitting waterlogged, which is a good reason to use pebbles at the bottom of your pots if potting, to allow for decent drainage. In the height of summer potted plants may require daily watering - the best indicator of when a chilli plant needs water is when it's leaves start to droop (wilt). This is a far better indicator than the apparent dryness of the topsoil. Overwatering is probably more dangerous than underwatering because it can lead to rot, fungus and disease. If you are in a hot area and your plants are potted, the use of water-retaining crystals may be advisable at potting time. During winter chilli plants may only need watering as little as once a fortnight (see over-wintering below). The requirements for 'food' differ throughout the season, but once planted out a good rule of thumb is to feed chilli plants fortnightly with half-strength liquid tomato fertiliser (or as per instruction for a chilli-specific fertiliser).
While chilli pests can vary from possums and birds which may be avoided by covering our housing your plants, all the way down to caterpillars and tiny insects, we have found the biggest pest problem with chillis to be aphids. One aphid on its own will do barely any damage, but they multiply rapidly and often go unnoticed until, in their millions, they have seriously stunted your plant(s). They can also be the most difficult to combat, especially if you wish to avoid chemical means. There are many 'natural' options to try including soapy water, neem oil, calcium powder, lemon, vinegar, companion planting.. the list goes on. If all else fails, Confidor will not.
Despite what is commonly believed, and despite the 'annuum' in Capsicum annuum, chilli plants are not really annuals. If treated right, they can be successfully over-wintered and live for several years. In years 2 and beyond they will usually produce more fruit, and earlier in the season than year 1. Here at ChilliMaster we have lost less than 2% of mature plants during winter, by following some basic guidelines. Experts say that chilli flowers will not set (pollinate successfully) once overnight temps drop below 15degC. And once you get down below 10degC this triggers dormancy in the plants. Of course this can vary a little across the myriad varieties and some cope better with cold than others. Above all, avoid frost, which will literally freeze the water in the plants' cells and kill them. (Of course if you are lucky enough to live in an area where the climate is such that frosts do not occur, then you're ahead of the game.) If possible, move the plants indoors, say into a sunroom (ideally a greenhouse if you're lucky enough to have one), or a windowsill. If that is not possible then move potted plants under some kind of structure like a verandah or even just a larger tree as even this can help avoid frost. Plants which are in the ground will benefit from some kind of covering above them, eg a hessian bag or some shadecloth. For precious plants you could consider a mini plastic greenhouse from the hardware store or even build yourself a coldframe. Outdoors the plants will go dormant over winter due to the low temps and lower light levels; on a sunny windowsill indoors they may continue to grow, albeit with reduced vigor. Generally the plants will drop most or all of their leaves. If the plants are being moved indoors and kept reasonably warm and well-lit, you would not necessarily want to prune, but for plants staying outside, pruning is probably essential. Some people prune in spring, however we have high success pruning in late autumn, our rationale being that the plant will gradually shut down and go dormant and it takes less energy for the plant to maintain only its 'trunk', main branches and root system than it does to maintain all this plus its slowly dying extremeties / leaves. As such, we prune fairly brutally, going back to say a third of the size of the plant. Remember that what you prune off will be more than replaced (surprisingly quickly) in spring, assuming the plant survives the winter. As you would expect, plants require far less water during winter than they do during the warmer months. Depending on rainfall, plants in the ground may require almost no additional watering, and potted plants may require as little as a fortnightly drink. Weekly is probably a good start, and not a flooding as you might do in summer, but a measured amount. The key here is monitoring, just as you would do during summer - except that here you would monitor the soil dryness rather than watching for leaf wilt. As a general rule, chilli plants will do better in the ground because they will not become root-bound as they can in pots and their root systems are less susceptible to moisture swings (ie drying out or the opposite, being water-logged). However, short of digging them out they are not transportable. And so winter as well as summer considerations come into play when planting them in the ground, ie will they get enough sun, will they suffer frostbite in this position without additional covering.

