Once in my life, I got one of my kitchen tips published in Fine Cooking Magazine, and it was the answer to this question. I figured that since capsaicin is oil soluble (you know, drink milk, not water, or cool it with yogurt, since the oils bind to the molecules and transport them away from your precious taste-buds), the same logic would hold for removing from hands, and let me tell you, this works. After chopping hot peppers, douse your fingers with a little cooking oil, rub for a minute or so, remove with a paper towel, then wash as usual with dish soap. Just to be sure, I've been known to lather, rinse and repeat, but the oil takes care of most of it.

I made the going to the bathroom and then washing my hands mistake ONCE. Never again.

I now keep a box of powder free disposable gloves when I deal with slicing peppers. Cheap, effective.

Aha! You have discovered what we chileheads refer to as Hunan Hands! I find scrubbing thoroughly with dishwashing liquid and some course salt helps a bit. If you're doing really hot peppers, you have to be very careful not to touch anything important like your eyes.

Be careful about using the restroom and what you touch. It transfers. I worked with this guy that had to go to the emergency room for just such a thing. It was hard not to laugh just a little though.

In Nigeria, we used talcum powder.....(prior to handling the peppers). Try dipping your fingers in some milk - it works in the mouth

a mixture of salt and sugar and vinegar. The sugar/base counteracts the acid from the peppers. Not perfact, but makes a difference. A good scrubbing with Ivory soap helps as well.