Answer: You can use any kind of tough thread (sewing shops sometimes sell special strong buttonhole or carpet thread)--or a good tough "thread" (though not very authentic!) is dental floss! Pierce the stem only, not the actual pepper. Use drying-type varieties, like cayenne, anaheim, Hungarian wax, or poblano. Try to gather the peppers on a hot, sunny day so there's no surface moisture. Cut them from the plant so there's about an inch of stem attached. String them using a needle and the thread or floss, then hang in a hot, dry place. (You can place a paper bag over the plants, leaving it open at the bottom, to keep off dust.) The amount of time it takes for them to dry depends on the temperature and humidity and the size of the peppers (and how thick the walls are). I'd plan to wait a few weeks to a month for the peppers to dry.
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