Pumpkin can either be steamed, stewed or roasted.
For roasting, cut it in half stem to tail, scoop out the icky innards (for later seed roasting), and put open-side down on baking sheets. Bake at 350 for about an hour, test to see if the flesh is tender. Scoop from the skin, and put through a food mill to get rid of the biggest strings. This has the advantage of concentrating flavors and not having to peel it beforehand, but results in less-shapely pieces. Good for pies, soups, etc.
Steaming and stewing you'll want to cut the skin off first (sharp knife is better than a peeler), cut into chunks from 1/2" dice to 2". It shouldn't take more time to cook than other hard veggies such as potatoes or carrots in such preparations. Smaller will cook faster, of course.
What is patriotism, but the love of good things we ate in our childhood?
-- Lin Yutang