Peppers, like tomatoes, will continue to ripen after they're picked if left unrefrigerated. In the fall, when frost threatens, I pick then pile my peppers in a bowl and let them set out on the counter for a couple of weeks. They can set for quite a while, but try to process jalapeños before the stem starts to separate from the body of the chile. Some peppers with thinner walls will continue to ripen and then dry, but jalapeños are too fleshy - they tend to rot before they'll dry. Smoking them is one way to preserve them - canning them as nacho slices, freezing them whole, sliced, or stuffed with a cream cheese mixture to turn into poppers, or whipping up a batch of jalapeno hot sauce, or jelly are other options. But I digress. We're supposed to be making a smoker to turn jalapeños into chipotles. Commercial smokers, that have been previously used for meat can give a greasy, and later rancid, taste to the chiles, so it's best to put together something just for the chipotles. The main thing to remember is that you don't want to cook the jalapeños, but rather let the smoke waft away the moisture in the chiles as it also infuses them with flavor.
The best way to do that is to make a separate firebox, and then connect it to your smoking box with a piece of pipe. Of course, the firebox portion has to be able to withstand fire, so I use some cinder blocks and a piece of steel pipe. I used some crumpled foil to fill in the areas between round pipe and square blocks, but it doesn't have to be perfectly airtight. The smoker section, on the other hand, only has to hold the chiles suspended in the smoke while it acts as an offset chimney, so a cardboard box works fine. In the past, I've found taller boxes (that held a windshield, or a washer) but this time I'd just picked up a couple of smaller ones. They were two different diameters though, and instead of trying to fit them together, I found a piece of roof vent flashing, set that on the bigger box, then the smaller box, and taped the flaps of the bottom box to the upper box.
Next, you need some way to suspend the peppers in the rising smoke. A pan poked full of holes could work, but isn't ideal - the peppers would tend to steam in their juices more than dry. In the past, I've strung the peppers on lengths of string, and hung that draped across dowels poked through the box. That's not too bad, depending on how you want to use your chipotles. If you're just dropping them whole into a pot of soup, it's ok, but if you're planning on grinding some into powder or canning some in adobo sauce the string can be difficult to deal with. A wire basket or a rack that won't allow the chiles to drop through is best. I bent a piece of hardware cloth into a basket, suspending it on the (cut-down) cardboard divider inside the box plus a couple pieces of coat hangers stuck through the box.
The best woods to use for smoking the chiles are from fruits or nut trees. If that's not possible, hardwoods are the next best. You just don't want to use pine, mesquite, or other resinous woods. I always save the prunings from my fruit trees, so I'm always ready when getting ready to start smoking. The night before, I soaked half the wood pieces so they'll burn slower and cooler.
It's always best to be prepared when playing with fire, so I pulled the hose over, on at the faucet and closed off with a twist valve. Aries also brought the fire extinguisher out of the garage, just in case. I started a fire in my firebox, and while I waited for it to get going, I pulled the stems off the jalapenos and loaded up the basket. I used all my red ones, those partially changed, and then some of the green ones with white corking (desirable in chipotles - don't ask me why). If I've grown paprika or habanero peppers, I'll usually smoke-dry some of them too, to grind into powders.
Once I had a nice little bed of hot coals in the firebox, I added a couple handfuls of soaked wood and then put a piece of metal over the top, held down with a couple smaller bricks. I sat out to watch for a while, just to make sure everything was holding together ok. Every hour or two, I'd add more wood, and turned the chiles a couple of times.
Low and slow is the best way to make chipotles - both flavorful and ones that will last in storage. It's better to stretch it out over a couple of days than to try and hurry up the process with more heat. I smoked my chiles all day, but rain was on the way. I just pulled the cardboard boxes away from the pipe and set them in the garage for the next day and a half. The photo above is after another afternoon of smoking, and I have them going again this afternoon. If you're in a hurry, the jalapenos will dry faster if cut in half and seeds removed. You can also dry them in a dehydrator or your oven until wrinkled but not stiff, and then smoke them (doing it in reverse will also work, but your house will smell like smoke for days). Finished chipotles are hard, lightweight, and dark brown in color. Ones that are still leathery won't store as long. Once the chipotles are dried, store them in jars with a rubbery seal or in an airtight plastic bag. 
Umm - the aroma just from opening up my chipotle jar to take this photo made my mouth start to water. To use, drop one into a pot of beans or soup, and remove after cooking. If you want to grind them into powder, they might need to be dried further, until they can be broken in half. I use some of mine to make a big batch of enchilada sauce (pressure-canned) every couple of years. Or new last year, a batch of chipotles en adobo - re-hydrated chipotles pickled in a tomato-based sauce (double-yum! - recipe to be posted soon).
