Squash is one of my very favorite veggies. There are so many kinds out there. I love trying some of the wierder looking ones! You can cook most of them in the microwave as described above. Just be careful not to burn yourself while scraping them out of the shell. I sometimes let them cool, scrape out the flesh, then reheat it. Leftovers are great patted into a pie pan and baked. Cooked squash freezes well too. And I've seen recipes for squash or pumpkin soup. I've also used cooked spaghetti squash in stirfries. Another thing to do with larger zucchini is to cut them lengthwise, scoop out the seeds then fill the seed cavity with some sort of sauce - like spagetti sauce. Wrap it all in foil and bake until the zucchini is done. Top it with cheese if you like, but it's better added after it's cooked.
THe other thing with squash is that it has lots of fiber. My vet actually told me to feed it to my cat for constipation! I mix some cooked squash with water til it's soupy then give it to her. She loves it! This is great because now anytime I need to give her pills or other medications, I just add it to the squash.
She gets it usually 2x a week.