I like them steamed. Trim the tips and cut the stem flat. Cook them stem down in an inch or two of water. Add a touch of olive oil and wine vinegar and some seasonings (garlic cloves, bay, peppercorns, for example). Then I dip them into a simple mix of melted butter and lemon juice.
You can cut them in half, drizzle with oil and seasonings and bake them, also.
Here's a basic recipe from Moosewood Restaurant.
http://www.recipesource.com/fgv/vege...0/rec0036.html
Sorry, I just noticed you said you have no oven, so baking is out, I guess.