Do they look like the bugs in this thread?

http://forums.gardenweb.com/forums/load/pepper/msg051631533190.html?17

no, they look too big-the ones on my plant are like dots-really really tiny

The bugs in that photo are about the size of a pencil lead. They are really small. I was not even sure they were aphids until I took the photo and uploaded it to my computer and expanded it to its full 12 megapixel size.

Aphids can be many colors and red is fairly common. On pepper plants you will commonly find them on the underside of the newer leaves of the plant.
Bruce

Google click images type in red spider mites, though it may or may not be them neither the spider mites or aphids eat holes in the leaves visible to the eyes. I get holes due to slugs they even get up an over my pots to get to my plants. Keep us posted and a pic would help us to identify the pest.

I've tried to take a pic but they're so small i can't get a good one.
The leaves have definitely been chomped but i can't see any signs of slugs

Sounds like chiggers to me. Never heard of them attacking plants though, they're usually blood suckers.

Can you take a pic of the chomped leaves? Also set out sticky traps to see if you can catch the problem if it's getting bad.