When shopping at a supermarket or a farmers market, how can I tell which jalapeños to take home? I want them hot and ready rock that very day. Do they get hotter off the vine? Is a ripe jalapeño a hot jalapeño? Does shape affect hotness (or the other way around)?
First, Jalapenos do not ripen once picked. No pepper does.
Red jalapenos are actually ripe and have more flavor, although they are not, in my experience, any hotter than the standard green, slightly-less-than-ripe, jalapenos.
There is no relationship between shape and capsaicin content that I know of. So, mostly you're just trying to get jalapenos which are as freshly-picked as possible: no bruised spots, no spots or mold, stems not shriveled, etc.
Also, note that the seeds and membrane inside the jalapeno contain most of its capsaicin, so if you're looking for hot, do not remove those.
The primary conditions affecting hotness (capsaicin production) are genetic and environmental. Stressed plants generally produce more capsaicin than non-stressed plants, all other things being equal. This is why some weeks you'll go the the grocery and get jalapenos that are quite mild, and other weeks some peppers that look identical will rip your face off. The difference is probably that they were grown in different regions of the country and under different conditions.
What I usually do is buy more peppers than I immediately need. Then, if they're not particularly spicy, I can add more, and if they're "good" ones, then I'll know approximately how hot the remaining peppers are, and can make other dishes with them.