One of my favorite things to do with winter squash is this:
Cut the winter squash in half and bake upside down on a baking sheet with a little water in it. 400 until you can easily push a fork through the “tough” skin. Take the squash out of the oven and let cool.
Make up some rice (white or brown, your choice).
Saute up some onions, garlic, carrots, and whatever other veggies you have around. Once all that is ready, scoop out the flesh from the squash, leaving the skin intact, if possible. Mix the squash with all the other ingredients, add some sort of cheese, and some toasted nuts (chopped almonds, for instance). Put the mixture back into the shells of the squash and bake again until any cheese on top is a light brown. Eat it up!