I'm no master gardener yet, but I have several pepper plants that I kept through the winter here in Houston, TX. I built a small hoop house so I could pull the plastic down at the threat of a frost. Even with that, I was out of town at least once if not twice and they got nipped by frost. The first time I had about 40-50 4" pepper seedlings that all got zapped, but the big plants survived it. The second time I just lost some of the outer leaves of the pepper. I also have a hanging tomato (heat tolerant hybrid no less) that I have kept through the winter, and a hanging bell pepper. These two never got covered from frost, but both have easily survived the winter.
The cool weather shuts down the blooms, but the plants keep growing slowly. As soon as it started to warm, by peppers have all started blooming again, as have the tomatoes. I cannot speak for production yet, but the peppers at least are still setting fruit. Keep in mind that peppers like the hot weather however. I have two bell peppers that I planted out last July (2011). I tried to stay diligent on watering to help them set in, but certainly didn't do the best I could. During the severe heat of the day they appeared to wilt severely, but would perk up as the temps cooled.
Keep in mind too much water, and cool weather actually makes the peppers not as hot. I picked a jalapeno in early January that had less flavor than a green bell! We've had a good wet winter since the drought broke in about late October. I don't know much on pruning front I guess, so I'd defer to Sandih.
Backyard Gardener Houston, TX