Winter squash have several appealing features, such as keeping for a LONG time, and being packed with good vitamins. Let's take my personal favourite, butternut: it has A, all the Bs, C, E and K. Now tell me that's not good bang for your caloric buck! Not to mention they make very pretty display pieces--I had a nice fat butternut squash on my coffee table up until it was sacrificed to my stomach last night and this morning.
There are many ways to use the butternut. I will admit off the bat they're a hassle and a half to cut up-they have an awkward shape and they're VERY hard. If you're unfamiliar with the shape of a butternut, it has a long neck culminating in a bulbous end. You can approach the challenge in several ways. 1) Avoidance-just poke a few holes in it and roast it whole in the oven until soft. 2) Full frontal attack-stand that sucker on it's end or lay it on it's side and slice it straight down in half (if you choose this approach, for the love of Pete BE CAREFUL). 3) Divide and conquer-this is my method of choice, where you slice the butternut in two and separate the neck and the bulbous end, each of which you can then deal with separately.
Once you have defeated the beast, you can prepare it in whichever way you choose. If I'm lazy, I will nuke it in the microwave and then puree it into soup. If I'm feeling slightly more industrious, I'll make butternut squash 'fries,' lopping it up into fry shapes and roasting them in the oven until nice and crispy (425F for 45 min, flipping halfway through). If I'm feeling fancy, I'll cube it in small cubes and saute it in coconut oil and thyme. You can also oven roast the cubes and then toss them with a little butter you have browned in the microwave. As a side note, once I discovered I could brown butter in the micro, it was like a new WORLD had opened to me, but then, I really, really like butter. Anyways, you can also roast the halves until tender, brushed with a little butter and maple syrup (hey, I'm Canadian, I do like my maple on occasion), you can stuff the hollow with whatever you like.
Now, this may bother some people, but I am lazy when I prepare my winter squash, so I usually eat the skin. I do wash it thoroughly beforehand. You can always peel the squash if you want. I just can't be bothered. In any case, as you can see, the butternut is pretty, versatile, and to my mind, generally worthy of praise :)