You can use these techniques for many chile varieties, including poblano, anaheim, jalapeño, and serrano. They don't work well with habaneros or other tiny, hot chiles.
For one or two peppers (gas stoves only): Coat each chile with a little vegetable oil. Roast a chile directly on the grate of a gas stove over high heat, turning occasionally until it's charred all over.
For a batch of peppers (gas or charcoal grills; gas or electric stoves): Coat each chile with a little vegetable oil. Grill over a hot charcoal fire or gas grill, covered. Or put the oiled chiles on a foil-lined baking sheet and broil as close to the element as possible, turning the chiles so they char evenly.
...then steam, peel, and seed
Put the charred chiles in a bowl while they're still hot and cover with plastic. Let them rest until they're cool enough to handle, about 15 to 30 minutes. Pull on the stem: the seed core will pop out. Cut the chile open, flick off any seeds, and turn skin side up. With a paring knife, scrape away the charred skin. Don't rinse the chiles; you'll dilute their flavor.