I'm not much of a fan of squash but I eat it because I have a very limited number of foods I can eat, and many of the ones I can't are pretty healthy. So the occasional squash is probably a good thing.
Delicata is ok. I make Cs out of it (about 1/4" thick) and bake it. Kinda turns into fries. I also make totally spectacular spaghetti squash. No soggy mess here. The thing in the oven is an acorn squash.
I bought a turban squash once. I took it to the kid stocking something else in the produce section, and asked 'Has anyone ever bought one of these before?' 'Not while sober. Usually they are an impulse buy at 3 a.m.'. Fair enough. I had to cook it whole at least partway because there was no getting that critter in half, any half. Eventually I did cut it at the seam and cook it the rest of the way. It was like two different kinds of squash in there, neither very good.