You can use them green, but they are not as sweet. Sometimes, they will have a green spot of them. Save your seeds from some you feel are outstanding, as they will not disappoint, when you plant the seeds next year. Each year should produce an even better product, unless it is a really bad year, or the soil is not as good. Let them dry on a paper towel on the counter and keep them in a little envelope with your other seed. You will have free peppers next year.
As R.W.S. said, they are good stuffed. I sometimes seed and spray them, then roast them until they have a few burnt spots. This will only bring out more sweetness. This pepper will stand in for your bells if they do not do well. They add color to your canning (bean, corn, soups, etc. You can seed your extras and throw them in a freezer bag. no blanching needed, just clean. Gotta love a Jimmy!