[nkurz]

In New Mexico at least, you buy them inside the store in large quantity, take your shopping cart full of them out to the propane fired roaster set up in the parking lot, help the attendant dump your chiles in the barrel, watch them tumble and crackle in the flames, then finally tell the attendant when they are roasted/charred to the degree you want them to be. Every grocery store does this, and during the roasting season, the entire town will smell like roasted chiles. It's possible that other places with less of a chile culture might use a modified routine.