Steamed/ boiled: Leeks will cook faster than you think, 3-4 mins when sliced, 8-10 when whole. This will, of course, vary with their size. Always season the water well with salt if boiling. Whole leeks are done when the tip of a knife will pass through without much resistance.
Griddled: Trim the leeks and keep whole. Boil or steam as above. Strip away the top layer of skin. Season lightly with salt. Heat a griddle pan of bbq rack until smoking hot. Split the leeks in half length-ways. Place them on the griddle for about 20 second each side, or so they have taken the line marks but not started to burn.
Fry: Leeks, like their cousin the onion, will be transformed by a low and slow spell in a pan. Slice or dice your leeks and sweat down on a gentle heat. Oil is fine but adding butter is a marriage made in heaven. Just be careful not to burn them or let them colour, unlike onions this just makes them bitter and unpalatable.