i've dried them by using a needle and thread to string them up.
put the threaded needle through the stem part - line up all the peppers
on one long piece of thread and then hang in a dark protected area that has some good air circulation. you'll want them in a spot where they won't get knocked in to, too.
i've hung them in the landing area that goes to my basement...it's dark enough behind the door and, since i never close the door, there's plenty of good air movement.
they should be dried within a few months and then you can put them in the freezer in a plastic zip bag or a jar. i usually leave them whole when i put them in the freezer. you can crumble them up before freezing, if you want tho, too.
if you can find the clear plastic thread, use that, otherwise, make sure to run the regular thread through the needle twice - just for extra support while they are hanging.