Peppers -- be they big, sweet bells or tiny, fiery scotch bonnets -- absorb pesticides like a sponge through their thin skins. They are prone in insect infestation, too, so they're subject to heavy sprayings of insecticides on the big commercial farms. Many peppers are imports from other countries where standards are not as restrictive as those in the United States. Even washing and peeling the colorful beauties can't eliminate the contamination.
Other veggies that show a high level of pesticide residue are celery, green beans and tomatoes. Cherry and grape tomatoes are small and difficult to wash. Celery has no protective skin so it's another candidate for organic purchase. The Environmental Working Group also rates carrots and cauliflower as questionable in term of pesticide load; so if you're skittish, you might want to look for their organic versions [source: EWG].