When do I pick chilli peppers?

I got given two chilli plants this year, and the fruit are nice and red, but they are still firmly attached to their stems. Do I pick them now? Or when they feel loose, like apples?
Thanks!

 

You cut them off as you need them, or you can dry them or even freeze them whole.
They never really fall off of their own accord,... well not for ages anyway.

 

Thanks - I'd better pick them then for it's getting a bit wet over here.
They might rot.