Plain tofu in a soup (such as diced in miso shiru) is probably how I least like it.

I always have three-packs of aburaage in the freezer (the ones crhptic mentions) as it's easy to slice from this and add to pretty much any vegetable dish you could make in a wok as well as making inarizushi skins with (another Korean favourite!)

But, if you have in mind commercially sold tofu blocks, then the question "how do you cook it?" for me always involves the process of wrapping up the block, putting a weight on top and leaving it to drain for at least an hour to firm up before I will do any actual cooking with it. This way it won't break up as ONLY_no_One describes.

Amongst the many, many ways I cook tofu there includes making it into fish burgers, ganmodoki and even adding it to matzoh balls (I don't use chicken fat).
I still haven't learned to make decent agedofu though.

Hiyayakko I'd never try without the very freshest tofu, but you don't really cook with it.