gtomaras,
Leave it to a fellow Jew to hop in and offer ham advice. I grew up in a semi-Kosher household (no pork or shellfish was cooked at home, but I was always allowed to eat whatever I wanted elsewhere) and while there was treyf that I always had a fondness for (crab, bacon, etc.) it wasn't until I discovered Virginia Country Ham that I became a huge fan of ham. Real Virginia hams* are a very different beast from a normal spiral-cut ham - they're dry-aged (anywhere from 9-18 month, depending), require no refrigeration (while raw), can be quite salty, and are about the most delicious thing I can think of.
I highly recommend Kite's Hams (540-948-4742) in Wolftown, VA and
Calhoun's Hams in Culpeper, VA. Both produce a fine product. On my last trip back to Virginia in September I went and picked up a Kite's ham, thinking I would haul it back with me - turns out they'll UPS ship it to you for like $8 which seemed a lot easier than hauling a ham through TSA ("Sir... we're going to have to check your bag"). I believe that Calhoun's will ship as well.
I either get a whole or half ham whenever I get one (they have lots of options - cooked and deboned, whole or half raw, sliced, etc.). Once I cook it for an event, I pull all the remaining meat off in to .5-1lb hunks, vacuum seal, toss in the chest freezer and pull out as-needed. The bone makes the stock for split-pea soup. A hunk of cooked ham in the fridge keeps for quite a while (I've never had it go bad, but I do assume that at some point it will). I eat slices with breakfast, chop up bits in to salads, steamed veggies, on top of pizzas, etc. etc.
As far as cooking instructions, it depends on which brand you get as to whether it needs to be soaked for a few days (water changes every 12 hours) - neither Calhoun's nor Kite's need to be in my opinion. Once soaked, scrub the mold, pepper, etc. off the outside, simmer in hot water or in a covered roaster in the oven with some liquid until the internal temp hits 160, slice off the skin and as much surface fat as you want, and either let it cool and then eat, or glaze, bake at a high temp to set the glaze, then cool and eat.
I just so happen to have a stash going right now - if you'd like to try some to see if all of this effort is really worth the results, PM me and I'd be happy to share.
All that said, I don't know anything about fresh hams.
-Dan
* You'll often hear the term "Smithfield Ham" which is a little confusing. The town of Smithfield, VA is home to a number of country ham manufacturers, including Smithfield Pork. There used to be laws treating the Smithfield Ham like a DOC (had to be from Smithfield, raised only on peanuts, aged a certain amount, etc.) but they got watered down a long time ago. All the country hams I buy are from producers outside of Smithfield - not taking a stance against Smithfield (the town/DOC, not Smithfield Pork which is a different story), I just happen to really like Kite's and Calhoun's.