If you're stuffing the peppers with a dry filling, such as rice or bread crumbs, then it's important to cover them while they bake. This will allow keeping the filling from drying out.  However, if you're using a wet filling, such as ground meat, you should leave the peppers uncovered. This will help the filling to cook evenly and prevent it from becoming waterlogged.  Ultimately, the best way to determine whether or not to cover your stuffed peppers is to experiment and see what works best for you.