Dont forget to check other threads and see what soil/nutrient combinations have worked with other people. You'll get alot of good tips from some of the longtime posters here. As far as slow release ferts that are in most stores (Scotts, Vigoro, Osmocote, Dynamite), you may want to stay away if you are a newbie. Too hard to control (especially when you have 15-15-15, 15-30-15, 18-18-21, etc) and there is a risk that you over do it. I think it is a general consensus that most newbies will overwater and over fertilize. I would go with the water soluble stuff and apply it every watering. That way, if you think they have too much, you can flush it with water the next time. Fish fertilizer (5-1-1) is good becasue it will not burn if you over apply it.
You'll see lots of posters and they will use brands such as Fox Farms, General Hydroponics, Advanced Nutrients, Floranova, Canna, etc. Personally, this season I used Fox Farms Ocean Forest soil and am using Botanicare ProGrow 3-2-4 and Liquid Karma (thanks AJ). After a month and a half or so, will stop ProGrow and use Liquid Bloom 1-4-5. So far, great results. Deepest greens I've ever seen on a pepper plant. They only run about 17 bucks a quart (concentrated). More than enough for a whole season.
Funny thing is that one of my best crops ever was about five years ago when I grew some Red Savinas from seed as part of a contest with my neighbor. I knew absolutely nothing about growing peppers. He used every possible light, fertilizer and soil additive he could find. I used an old two gallon pot with a 2 dollar bag of top soil from home depot. I added some old Dynamite fertilizer (probably for palm trees for all I know) and may have added Miracle Grow plant food at one point. I'd forget to water for days at a time and there would be days they would sit in two hour rainstorms. A good old scorching and humid Miami summer led them to grow like crazy and five huge plants produced TONS of peppers. They got nailed by caterpillars and snails one weekend, but I used some off the shelf insecticide and they bounced right back. It was unbelievable. Probably alot of luck involved and I would not suggest that particular regimen these days, but these plants are pretty good at keeping themselves alive.