As a southerner and a cook, the two best ways to eat okra are:
1) Fried. Must cut across the vegetable in little "wheels", and roll first in a slightly sweet cornmeal mix. And make sure your frying oil is hot enough or the okra won't crisp up properly. Cast iron skillet does work best.

2) In spicy gumbo, New Orleans-style.

I think okra's gotten a bad rep due to due abuses by Yankee cooks over the years. Oh my BOILING okra?!?!? Yech, the thought not only turns my stomach but makes me cry...