My mom thought she liked it canned (I have terrible memories of HATING asparagus because it was always canned---BLECH), but as an adult I learned how to cook it and love it, as do my husband, 6 yr old, and 3 yr old. Mom thought she didn't like fresh asparagus because it's stringy, but as Leigh R mentioned, you just break them at their natural breaking point. My husband taught me when we were first married and that makes all the difference in the world.
I do the grilling, broiling, steaming, and pasta mentioned earlier. I'm going to try the baking techniques I read about today, sounds yummy. But just a couple other ideas I didn't see mentioned: I do vegetable stuffed chicken breasts sometimes where I put the chicken between 2 sheets of wax paper and hammer it out a bit with a mallet, then I put a 1-3 asparagus spears (depending on how big they are), mushrooms, a little spinach, mozzarella, chopped up artichokes, a tiny bit of drained rotels...roll the breasts up, dredge in egg wash and Italian bread crumbs, brown, then bake. I also add lightly steamed asparagus to omelets, which I got from the South Beach Diet book and we really liked that too. Pretty much every time I cook steaks we'll have grilled or broiled asparagus with a little olive oil, sea salt, cracked pepper. The boys love it. They started eating it years ago though, when they watched Veggie Tales and started giggling about "hey, this looks like David the giant killer" and ate it all up.