Right now I've got two ways of cooking it, depending on how lazy I am and what I've got on hand.
The first is dead simple. Just cut it up and put it in a pan, salt it, cover it, and simmer, stirring periodically, until it's tender. It's actually pretty tasty this way -- I've had the missus ask me if I'd buttered it a few times when it was just a good batch of squash. One thing that sometimes happens accidentally, sometimes on-purpose, is that I'll just almost nearly burn the bottom of the pan. The resulting caramelized flavor really sets everything off.
The other way is to chop up a mess of carrots, onions, shallots, garlic, peppers, celery -- whatever you have that you like. Put some olive oil or butter in a hot pan, add the vegetables, salt, stir, cover and stir periodically while you chop the squash. Add the squash when the firmer vegetables in the pan are well on their way to being cooked. Then, of course, you cook the whole mess until the squash is done. You can throw in some chili flakes, grind some pepper into it, add some fresh chopped parsley or basil or what have you when it's all cooked. Some vinegar or lemon juice wouldn't be out of place here either, just enough to wake the vegetables up. And I'm still messing with my use of peppers in this dish. I don't like the way the skin gets after the pepper's been well-cooked, and I have mixed feelings about the semi-cooked texture of the peppers that aren't so well-done as to have nasty skin. Next time I'm using jarred roasted red peppers.
Mushrooms might be tasty in there as well, now that I think of it. Time for a trip to the store...