Couple of different points in the way you argue for one or the other method.
In tests, steaming is shown to be the best way to retain the goodness, especially flavanoids which clear up free radicles. Pressure cooking next best then boil then microwave. M/waves will heat the foodstuffs on the inside rapidly and this can lead to loss of the nutrients much quicker than the other methods - and steaming can be really quick and also carried out at the same time as cooking other foodstuffs - i.e. steam some fish over veg.
For example if you want to retain the goodness in potatoes, cook in the skin as the vits and minerals are close to the surface of the veg, and boiling will leach out those 'good' bits. Deep frying (in sunflower oil - cholesterol free) is also ok as this helps keep the vits better than m/waves etc.
Steaming also keeps the texture - not so important if you are going to puree.
The water from cooking veg will have benefits in that the vits and minerals from the cooked veg will to a degree be left in the water and this can help replace some of the goodness lost form the initial cooking - use this water for stocks, soups and gravy as commented. Some vits and minerals will be destroyed by the cooking process, so a minimal cooking time is probably the best for baby food.