Hey neighbor! I've overwintered a couple plants and found it was more trouble than it's worth. When you bring plants in from outside it always invites trouble, that's been my experience anyway. If the plant is in the ground cut it down to the base and put a pile of leaves on top until spring and it may come back.
For me, if I liked that particular plant, I'd overwinter it dormant. I typically keep 15 +/- wild peppers as dormant OW's in my garage.
If I merely wanted to propagate what I thought were particularly desirable genetics, I'd collect the seeds. However, if the seeds weren't isolated I might still try to OW the plant, especially if I didn't have so many pods/seeds that the odds were in my favor.
I don't bring plants into the house to grow overwinter because of the aphid risk. Even if they're inside the garage, they stay cold and I'm super careful around spring to get them back outside while it's cold and only bring them back into the garage overnight when overnight temps make it necessary.
Cuttings work better during the earlier growing season than once the cool weather starts to slow the plant down, but can still work at end of season. It has lower bug risks than bringing an entire plant inside. I don't often propagate peppers with cuttings.
I probably will not keep seeds just because of so many different types in my garden. I already have some superstar plants compared to most of the others. So I was just preparing to keep a few out of the many.
Might get a light and keep them going but might be tough, not sure. Going from outside to back inside and as mentioned, bugs, missing the sun, etc… I have been reading about uvb. And was thinking about the entire setup to keep 4 or so plants going might be fun but not necessary.
Shoot, I missed that you were in Texas. With 4 plants you could probably just pull them into the garage when it's too cold overnight and stick them back outside when it's not. A little supplemental light can help, but when it's cold they can go a good while without light and be fine. If it's warm that's not the case. Or, if you aren't growing other plants inside - so the risk of bugs getting on inside plants isn't a risk - just pull them inside during the cold periods and stick them next to a sunny window if they'll be inside more than short while. Those are options, anyway.
i've never OW'ed or cloned, but even if i had, i would still recommend keeping seeds. that way you can always start new plants if the OWs don't grow back or are pest-ridden.
it also gives you the ability to grow again in future years, share them with friends, or put them on the seed train and take new ones in return.
if you are concerned with mixing up the seeds due to too many varieties, what i now do is:
choose the best/seediest peppers, halve them and put in the dehydrator with the seeds facing upwards so none fall out to the bottom as they dry. i also labeled each tray and recorded which peppers were in which positions ("tray 3, clockwise from label location") to reidentify when scooping the seeds out for storage. (try not to put two same-coloured next to each other, or use a sacrificial different-coloured pepper as a "divider" between them)
the bonus is you also get dried peppers to grind for powder.