The ripeness of a pepper can complicate the identification process as peppers can change dramatically throughout the ripening process. However, once ripened, peppers are easy to identify by carefully observing their size, shape and color.
Size is likely the easiest and most objective element of a pepper's appearance. Even within hot peppers, size can vary considerably. For instance, banana peppers grow much larger than a habanero, while a jalapeno usually falls somewhere between the two. The best method for assessing size is by comparing a pepper which you've already identified with the unknown pepper.
The smoothness of the skin, length compared to girth and curvature of the pepper are all factors that determine the shape of a pepper. A seranno pepper, for example, can be similar in size and color to a jalapeno, but is distinguished by its more slender appearance. Similarly, ghost peppers can be similar in size and color to habaneros, but can be told apart by the ghost pepper's rougher surface.
While color can change drastically throughout the pepper's growth cycle, the color of a fully-ripened pepper should be largely consistent across the variety. However, be aware that some "heritage" or "heirloom" varieties may have colors atypical of their conventional counterparts.