Roasted is the way to go. Toss in a generous amount of olive oil, salt, roast on a sheet pan at 425F for 15m, turn them roast an additional 5-10 minutes dictated by size and desired doneness.
While I don't believe there is any way to cook broccoli that will make it taste good, I think this approach has the best chance. The problem, however, is that the oil and salt rather defeat the health benefits of eating the vegetables in the first place...