They're sweetest if you roast them in the oven (the sugars caramelize and bring out the sweetness), delicious with just a little olive oil, salt and pepper. Also yummy boiled, peeled (the skin slips off easily if you boil it and then put it in cold water), and then made into a salad with the soft cheese of your choice (I like feta) and some sort of greens (could be wilted spinach, arugula, whatever's growing in the garden) and maybe a little vinaigrette to spice it up. (I usually make my own with balsalmic, olive oil, some mustard, salt and pepper.)
I sell lots of beets at the farmers market and those are recipes I recommend to customers who are short on time... they're easy, quick, and showcase the sweet flavor of the beet really nicely!