Welcome to NGA, MrL and congratulations on your new greenhouse! You can indeed drag those peppers inside when the weather turns against them, and probably keep them producing for a while longer. But be aware that, unless you are very diligent, you will very likely also bring in unwanted travelers. Every time I try to overwinter anything that's been outside, I end up with an infestation of aphids and whiteflies. And you'll need to provide extra lighting and heat. Which can get a lot more expensive than the cost of a few seed packets next year.
However, others may have a different experience and have better suggestions. Greenhouses can be a lot of fun, though and we do have a forum just for Greenhouse growing. If you haven't seen it yet, you might enjoy browsing the threads:
http://garden.org/forums/view/...