I like both options, depends on the mood and meal in question. My overwintered chillis are going great guns and I have loads of big fruits. Now, for some more sunny days to help them ripen!
My chillis, sweet peppers and aubergines all live in the greenhouse. I did try some 'spare' chillis on the allotment last year, and altho they flowered well and made great compact plants, the fruit didn't set. Mum on the other hand, grew a selection in grobags in her back garden in Surrey, and had more chillis than she knew what to do with!