rub a little olive oil on them and roast them whole in a casserole dish. Works best on the long thin ones as opposed to the ones that just look like orange potatoes.
My American sister-in-law showed me how to boil them. You simply leave the skins on and, having scrubbed them, boil until tender (they'll cook faster than ordinary potatoes) and skin them by holding them in a tea-towel to protect your hands. However, I agree with the others- roasting is best; it's how we have them every week end!