Depending on how many pots of peppers you want to winter-over, is it possible to set up a corner in the house with some grow lights and a little ventilation? That would give you a chance to see if you like the process before committing to a greenhouse. Woofies right about the unwanted travelers. I used to overwinter peppers (mainly ornamental) but I always had a problem with aphids and have since deemed peppers an aphid magnet. If you decide to over-winter your peppers indoors, you may want to look at a product like Azamax to control pests. It doesn't leave a harmful residue on something you'll want to eat.
