Well, I am from the opposite camp - I use fresh everything whenever possible. It is a pain to cut and prep squash, but I think the flavor difference is immense; plus, they say you lose some nutritive value with canned produce. I avoid canned food almost 100%.
To cook it: cut open your pumpkin, scrape out seeds, and then cut into half or quarters (or even smaller) depending on how big it is. Lay your piece meat-down in a baking dish with 1/2 - 1 inch of water. Cook at 400 for 30-45 minutes, again depending on how big the pieces are. It is done when you can pierce with a fork. Remove and allow to cool enough to handle, then scrape the meat off the skin. A Little labor intensive, but there is nothing to it.
As far as recipes, all the squashes are really versatile. I've tried pumpkin mash in oatmeal, pumpkin curry, pumpkin & ginger soup (I've also done pumpkin tomato - SO GOOD), roasted pumpkin with garlic as a side dish, and pumpkin bread.
I also did a quick google search and came up with these links:
http://www.pumpkinrecipes.org/
http://www.pumpkinnook.com/cookbook.htm
http://www.bhg.com/holidays/thanksgi...mpkin-recipes/
http://allrecipes.com//HowTo/pumpkin...es/Detail.aspx
I'm going shopping today and looks like I will be getting a pumpkin since I have a hankering now =P