I am not sure if you are confusing roasting with charring but both are the same basically, though roasting the pepper by charring the skin would be a more accurate nomenclature.
Roasting brings smokiness to the pepper and softens its bite. It allows you to remove skin more easily. When you char the outside of dried peppers in a dry skillet with spices, then soak, it allows you to remove the pith more constructively than tearing it open and it adds depth to the flavor.
For fresh peppers they become somewhat less spicy, for dried peppers it allows them a more expressive flavor (think of roasted sesame or pumpkin seeds or coffee beans for a comparison). Roasted peppers add a different dynamic than their raw counterpart and you should definitely look into the difference (if you enjoy chipotles end adobo you already have a taste for them without knowing it).
What varities of chili peppers are most commonly used in Italy
Peperoncini (=literally little big peppers)
Grown and used in all Italy
The green ones - Peperoncini verdi
Used in north Italy, made under vinagre, typical Milano's recipe.
They make it in airtight glass jars and open them in December for Christmas (or whenever)
The red ones - Peperoncini rossi
Grown and used most af all in shouth of Italy. They are put to dry, then made in powder, like chili. Can be from medium hot to high hot. Used for seasoning many recipes in all Italy. Many types of red small peppers are used to be dried and for seasoning recipes.
Peperoncini verdi fritti
http://www.cookaround.com/yabbse1/showthread.php?t=8358 (see the photo 1 and 2)
Typical of south Italy.
They are fried in oil, then dried on a cooking paper, then seasoned with salt.
"Pepperoncini" is a contaminated word by a wrong spelling pronunciation of southern Italy, and "friggitelli" (like "puparuolilli do’ sciumm", in the text) is a local/dialectal denomination, not even known in north Italy.
Peperoncini rossi corti ripieni (=red short filled pepper)
Typical of South, filled with tuna and other ingredients.
Peperoni = (literally = big peppers)
Used in all Italy (the two varieties = the shorter are sweeter) - but any color changes the flavor, so the result, depending on the blend color, changes.
They are used most commonly used to make "peperonata", made with onions, oil and tomatoes (some like a ratatouille). With celery in north of Italy. They can be from sweet to hot.
Can be made in oven also, usually filled. Or passed on any fire to burn the skin, then peeled from the burned skin, reduced in large stripes, put into a container, seasoned with garlic, oil and salt and covered with oil. They let rest at least 24 hours for the flavors to blend.
Best Answer
Jalapeño would indeed not be a good choice, but if you can buy them locally red Thai chilli peppers are great for this: I use 2 of these per bottle of vodka and then a dash of liquid honey, but I put the peppers in whole and leave them be for at least 6 months.
As you seem to be in a bit more of a rush:
The "I want it all and I want it now!" method:
Note¹: The alcohol will ensure the oil gets dissolved as long as you don't start pouring it in...