Beets boiled, roasted, pickled, raw...

Roasting beets is a marvelous way to cook them! Peel them while raw, cut them up into cubes (I like them small, about 1/2"), toss them with olive oil, salt & pepper, then roast at 400 degrees for 30-40 minutes. They caramelize beautifully.
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Per boil the beet whole, unpeeled. Chill, peel and cube into bite size pieces. Add some freshly squeezed orange juice and some orange zest. Keep it in the fridge until ready to serve. Before serving add thinly sliced shallots and pinch of white pepper powder.
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I cut raw beets into bite-size pieces (really, a wide range of sizes) and drop the pieces into a boiling mixture of half white vinegar and half water, plus a good shot of sugar and a pinch of salt. Take off the heat immediately, and serve chilled. These keep for weeks, they are ready almost immediately, they "crunch" real good, and they are seriously yummy pickles.
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Roast covered at 350 for about an hour or until cooked through depending on the size. Let them cool enough to handle and the peel should come off easily. You can easily do this a day or two head of time.
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They are great in salads with spinach, goat cheese, apples and balsamic. 
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Sauté in brown butter with chard and roasted hazelnuts.

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Beets  are lovely roasted and then marinated in a citrusy (esp. orange) vinaigrette. I like to add orange slices and red onion slivers, but you can obviously leave out the onion. I also like to sprinkle a generous amount of coarse salt, black pepper, and chopped parsley or chives over them. And I love beets w/toasted pistachios.
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They're also great w/slices of apple or pear, in a composed salad, with walnuts or pecans.
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Beets tossed w/apple and a bit of horseradish cream--also delicious if you can get past the cream. 
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Boiled a couple of beets, let them cool, peeled and shredded them (with a mandoline but a cheese grater would work) added mayonnaise, a little minced garlic, black pepper and a little kosher salt.
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Classic combo of goat cheese, beets, and nuts.
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After you roast and peel them, make a salad with orange slices (Or clementines), fennel, onions, salt and pepper and a light oil/lemon juice dressing.  
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A salad of shredded raw beets is my favorite way of eating them- you can even treat it as a 'slaw' and use it as a sandwich topping. Just add sliced onion, chiles and plenty of chopped cilantro, dressed with lemon juice and salt. That's about all you need to do, if you add other ingredients the beets will tend to dominate them anyway, although a topping of goat cheese or feta can stand up to it pretty well if you prefer that component.

Source: Chowhound  & many more recipes if you follow "beet" links.
 
Side note: for mixed veggie salad, If you like to preserve each vegetable's natural color, cut beet root first, and pour 1-2 tbsp olive oil on it. Turn to coat. Then add other veggies. Oil will prevent beets from coloring other veggies.