Another vote for roasting them. I roast them all at once, peel the skin once they're cool, and then cut them up. They make great additions to salads and keep well in the fridge. I posted it in another thread asking about salad recipes but massaged kale, beets, roasted brussel sprouts, walnuts, and feta make a delicious salad with a dijon/maple syrup/balsamic vinegar/olive oil dressing. If your CSA is like mine, you're probably also getting a lot of kale these days.
Beet leaves are also great greens. I saute them into scrambled eggs and top with chives. You can also just add them to any salad.