I roast them like I roast most vegs - drizzled with oil in a 400 oven. (I do like them shaved too.)
Preheat the oven with the pan you're going to use already in it (use a pan large enough to contain the sprouts without crowding - there should be plenty of space); meanwhile, thinly trim the dry bottoms and remove any loose or discolored leaves.
When the oven is hot drizzle a little oil in the hot pan, add the sprouts, give the pan a shake to distribute the sprouts and lightly film them with oil, then cover the pan with foil, sealing well* and return to the oven. Roast 5 min then remove the foil and continue roasting, shaking the pan every 7-10 min, till the sprouts are tender and nicely browned in spots.
I make any additions during the last few minutes of cooking. Salt and white pepper are musts for me. Sometimes I'll add a handful of seedless red grapes and a couple tablespoons of minced shallot along with a good squeeze of lemon. Other times, lemon, mint and garlic. Toasted almonds or hazelnuts are good additions. Sometimes minced cooked bacon and minced onion and thyme. Lots of possibilities. Or I just use salt and white pepper and serve them as a tapa before dinner, with a cheese sauce for dipping, and a glass of crisp white wine.
Kevin
* The foil lid can be skipped but it useful when roasting dense vegetables. It gets the heat going better. Don't leave the foil on for more than 5 min. (If steaming, do not cover the pot when cooking Brussels sprouts (or any of the Brassica family - broccoli, cabbage, etc.). Leave the lid off or only partially cover. This avoids the buildup of volatiles common to the Brassica family that are released during cooking that can lead to the dank-ish, musty-ish flavors that are one of the reasons many don't like them, and can affect color.)