I sometimes put them in the saucepan or large frypan in a single layer with garlic, butter and just a little water then simmer them. As they cook the water evaporates and when they're done they're kind of glazed with garlicky butter. Getting the right amount of water is tricky the first couple of times you cook them but it's better to have too little and just top it up a tiny bit if it's nearly evaporated before the sprouts have cooked than having too much and the glaze not working.
Or you can make them au gratin like cauliflower -
just simmer or steam them until they're tender - put them in a single layer in a baking dish - make a white sauce and chuck in a generous handful of cheese (for extra yumminess saute some onion with the butter before you brown the flour) - pour the white sauce over the sprouts - sprinkle some breadcrumbs on top for crunchy brown yumminess - bake (moderate oven) until the top looks delicious.

ykw? - I think they test best just steamed with a bit a salt and melted butter because they have this yummy nutty flavour that can be overwhelmed easily by other flavours.