Harvesting of hot peppers is largely a matter of personal preference. As a general rule, the longer the peppers ripen on the vine, so it is hotter. However, a ripe pepper signals the plant to stop production; if the pepper is harvested while still in the green stage, the plant will continue to bear fruit.
Always use a knife or scissors to remove the pepper, not to damage the delicate stems. Hungarian Wax peppers are equally good for fresh consumption, for canning or pickling.