You are going to get a million answers to this question. I've done a bit of research, and can tell you that between the research and my own experience, I've found that simply shaking the stems from time to time works just fine - if they're in pots, just bump the pot so that the whole plant shakes a tad. If you REALLY want the hassle and don't mind the time it takes to individually address each flower, go ahead and individually pollenate. I'd recommend using a soft brush or q-tip rather than your finger, though.
An electric toothbrush is required by some tomatoe plants, as they only accept pollenation when accompanied by "buzzing" at the same frequency as emitted by a certain type of bee. (Yes, it's actually only one bee type, and not all.) Peppers aren't that picky, but don't mind the toothbrush approach. Better to buzz it on then stem than directly on the flower, as it might cause damage to the flower.