Not just any pumpkin will do, it has to be an eating pumpkin, not a jack-o-lantern pumpkin. Small Sugar, Triple Treat or Winter Luxury (if you can find them) are good bets. If you want to be a cheap and sleazy cheat, you can use squash instead, just make sure it has nice orange flesh.
To cook a small pumpkin, I get out my BIG knife and whack that puppy in half. Scoop out all the seeds and stringy stuff. (If you got a Triple Treat, save the seeds, they don't have shells, so they're great to toast and eat.) Give a jellyroll pan, or a cookie sheet with deep sides, a good spraying with Pam, then put the pumpkin, cut side down, on it. Bake it in the oven just like a potato, 400 degrees for about an hour. It's done when a paring knife slides in easily.
Some pumpkins put out a lot of juice when they cook, some almost none. Don't worry about it, it doesn't make a bit of difference, though if there's lots of juice be careful to not spill it when taking it out of the oven. It's sticky. I learned that little tidbit from personal experience.
Pour any liquid down the drain, then go to work on the pumpkin. Usually, the outer skin will peal off easily. Toss the skin and remove any stringy stuff that may have been missed in the initial cleaning. Cut the meat into chunks and puree it in batches in a food processor.
Now it's ready for whatever use you want to put it to: pie, bread, cookies, cheesecake, bisque. It is also easy to freeze in zipper top plastic bags and will keep for a good long time.
Here's a quick and easy pumpkin bread recipe. You can use one large can of pumpkin if you want, but it just ain't the same.
1 cup Oil
2 cups Sugar
2 tsp Vanilla
3½ cups Pumpkin
4 cups Flour
2 tsp Salt
2 tsp Baking Soda
4 tsp (altogether - in whatever proportions you like) Cinnamon, Ginger, Nutmeg & Cloves
5 oz Cinnamon Chips
Beat first four ingredient together until light & fluffy. Stir in pumpkin. Sift together dry ingredients and add to batter. Mix until all dry ingredients are moistened. Fold in chips. Divide batter into two greased and floured bread pans. Bake at 350 for 45 minutes to 1 hour, until toothpick inserted near center comes out clean.
My personal favorite is pumpkin bisque. If properly bribed, I may be enticed to share it...