It's so late in the season but I'm finally getting something. I feel like it's a guessing game on when to pick stuff tho, tips are welcome!
The "stretch marks" on the jalapenos mean they're definitely ready for picking (not all ripe jalapenos have them, but all jalapenos that have them are ripe).
Tomatoes you can pick once they "blush," which means start developing color other than green. Store them inside, stem side down, to finish ripening. You can leave them on the vine to fully ripen, but they'll be much safer inside (from bugs, weather, other damage potential) without any taste loss.
The Italian peppers it's best to wait until they fully turn red, although it's more important to harvest them before you start seeing blemishes, such as the damage on the one in the top-middle in this photo. If you see any damage forming (including any soft spots) pick it immediately. You can always use them like a green bell pepper if they haven't fully ripened yet.
Does that help?