I grow the sweet peppers, red and green, and have never pinched them out, I grow them in pots, and pick them when about three inches in diameter, not as big as the shop ones, but definately tastier.
Like Lonnie, I also grow my peppers in pots and never bother to pinch the leaves out. even though sometimes they grow up to three feet high and need staking. However, I don't grow mine for show, so am quite happy to pick and eat them when they're about three or four inches long as I find the smaller ones are more manageable to use, unless you want to cook jumbo stuffed peppers of course.