Oh gawd no, I don't buy the pre-roasted and packaged stuff, it is far too pricey. Especially since I have a Weber and some lump, I see no reason not to buy the raw peppers, roast them myself and package them up. A vacuum packer makes for a better storage solution, but, I have used Ziploc bags for years.
It's super easy, get the kettle or other cooker up to temperature, lump really works best. Once it is going fully lit (think steak hot) then put the peppers on and roast until the skin chars. Then place in paper bags or plastic containers to let the peppers sweat. I prefer to package and freeze with the charred skins in place.