Should I be removing peppers from plants now?

I live in Dallas and have 10 pepper plants (mixture of bell and banana) growing nicely. I transplanted them into the garden two months ago and they are now approximately 12-18" tall with good leaf production. A number of them are now producing small peppers. Should I pick them off or let them grow? I've heard somewhere that when the plants are young, you should pick off any growing peppers. When is it safe to leave the peppers growing on the plant?
Thanks, Dave
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It helps to pick off fruit that forms before you put the plant in the ground. This will enable the plant to develop better roots rather than spending energy on the fruit. Once the plant is in the ground, let it do its thing. In some plants, too many fruit can cause the plant to produce small fruit, but I've not observed that in pepper plants.
Dave wrote:

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