Don't plant them too deep.  About a half inch deeper than the soil level in the nursery pots will do.  Peppers enjoy each others' company and do best when planted so that the leaves of the adult plants will touch, so plant them 12-18 inches apart, preferably in a block rather than a row.  As the old folks used to say, peppers like to hold hands.  They do send down a taproot, which will get deeper as the plant gets taller, but they have a lot of roots near the surface, too.  Keep the soil moderately and evenly moist for best results.