I'm almost embarrassed to write my favorite way of doing them as it's so simple; I cut in half (lengthwise), scrape out the guts (seeds and stringy stuff), coat the inside with butter, and season with lemon pepper. Place in microwavable dish (covered) with 1/4 cup water in the bottom of the dish and nuke about 12 - 15 minutes or to your desired level of "doneness." I like mine al dente (if you can apply this term to squash). I then scrape the squash into a bowl mix in some honey and a little more lemon pepper to taste. Be very careful when handling the squash as it's very hot, I use my silicone bbq gloves to handle them. That's about it, pretty simple but I love the stuff.
Ed C's wife was over the other night and I served this and she told me that she prepares it with nutmeg, cinnamon and some other spices, I need to get from her.
I'm curious if someone is doing them on the grill or smoker. However, I'm sure Kevin K. has a killer way to prepare them too.