My garden book says peppers need warmth to germinate. Seeds come up best with soil temperature of 80-90 degrees. Keep them where its warm- 75 degrees. They recommend hanging a light bulb over them or putting a heat mat under them.
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Peppers take a long time to germinate compared to most vegetable seeds, and as others have said above it is very beneficial to incubate them at a warmer temperature than most other seeds. I have potted up pepper seeds, waited several weeks for them to germinate and finally decided they weren't going to after 3 or 4 weeks, and dumped the potting mix back into my bag only to find pepper seedlings growing after another few weeks.