I've boiled them whole or cut in half, let cool, then doused with vinegar and a bit of salt. I love pickled beets, and they taste pretty similar when made that way.
Roasted is my favorite. You can cut off the greens and sautée them, but I often toss them. Shredded (raw) with carrots and you can make a slaw or add to a veggie sandwich. Cold, roasted beets sliced thin with cream cheese is yummy on rye toast.
Thanks all. I ended up cooking just the greens tonight. I sautéed them in olive oil and garlic with salt and pepper... so good. I'm going to roast the beets tomorrow.