My favourite thing to do with squash is make a big pan or various roasted vegetables - squash, potatoes, carrots, broccoli, peppers, cauliflower, garlic, brussels sprouts, and zucchini all roast really well. Whatever I've got kicking around, I just chop everything up, toss it around with some oil and spices in a big mixing bowl, and roast it for about 30 minutes at 400. It's great as a side dish, or as a filling for making roasted vegetable and hummus wraps. My boyfriend also just likes to eat it as a snack. It's a great way to use up veggie odds and ends.
My second favourite thing to do with squash is making it into empanadas. Chop it up pretty small, fry it with onions, vegetarian bacon, maybe other veg depending what you have, and spices (lots of Hungarian paprika). That's your filling ready to go. load up the pastry and bake them.
Third favourite - maybe pot pie? I haven't made it with squash for a while but I'm sure I have at some point.
We don't really buy squash, so it only comes into play when someone gives us one.