From Derrick Riches,
Your Guide to Barbecues & Grilling.
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As the jalapeños smoke they will start to turn almost black and dry up becoming leathery to the touch. Depending on how long you smoke your jalapeños they may be nearly done or need a long time yet to get completely dried. You want your chipotles dry so that they will last without loosing their flavor. Chipotles that are not completely dry will loose the smoky flavor over time and will need to be refrigerated or frozen to preserve them for more than a few days.

You can a few options to finish the drying process. If you live in a warm, dry climate you can lay out in the sun. Ideally they should be laid out on screens that will allow airflow around the chipotles.

You can use a food dehydrator to dry your chilies. There is one draw back to this though. The smoky flavor of the chipotles will soak into the surfaces of your dehydrator and can leave it with a smoky flavor for days, or even months.

Lastly you can finish off the chipotles in your oven. You are going to get a great smoky flavor in your house for a day or two but it won't be too bad. Set your oven to a very low temperature (below 200 degrees F) and spread the chipotles out on baking racks. You don't want them just sitting on a cookie sheet or they won't dry as quickly.

Dry chipotles until they are completely brittle.