I use the plain old shop lights they sell at lowes and home depot. I got mine from home depot for about $9 each. Start with 2 and get more later as you need them. Just over $20 for the lights and bulbs. But get the 6500K bulbs (daylight) for the seedlings. In my experience they grow much better in these.
As far as keeping them pure, tulle works, but you will get a higher flower drop due to heat inside the bag. I will try some in early spring this year to see if that helps. Also, if you are growing in pots, you can move the pots inside for a few days right before the flowers open, when you see a pepper forming, mark it and put the plant back outside.
Good luck and enjoy!
jacob