I steam them.
Get a pot full of boiling water and throw them in one of those colander thingies.
But I cut off the bottoms, first.
After I steam them for about nine or ten minutes (I like 'em tender), I will salt them with finely ground sea or kosher salt (with kosher salt you can just pinch the crystals between your thumb and finger to get a salty powder) and serve 'em.
Or, once they're steamed a bit you can throw them in a pan and saute on medium-high (5-7) for a couple minutes with a tablespoon (a slice or two) of butter, or a little bit of olive oil (butter is better for Brussels sprouts).
Oh, you can also steam them in a pan. Take any old saute pan with a half cup of water or so and bring it to a boil. Once boiling, turn the heat down to low-medium (2-4) and throw the sprouts into the pan. Cover the pan with a lid, and let them sit there for five minutes or until they're bright green.