You can also do a root vegetable medley with the beets--cut up parsnips, butternut squash, and/or celery root into the same size cubes, and roast them all together the same way. Obviously you'll want to peel those first. (For baby beets, peeling is optional.)
For the parsnips, if they're big, you'll want to cut out the woody center. (It looks like a carrot, but unlike a carrot the center part is tough and nasty.)
You can add some fresh rosemary while they're roasting if you want to.
Or, you can pan-roast this medley in a big skillet. If you want, you can do an orange glaze. (I wouldn't do this with just the beets, but with the medley it's nice.) Toss the cubed veggies in the skillet with olive oil on medium-high heat, then let them sit and stir only occasionally to let them brown and caramelize a bit on all sides. When they're about halfway to tender, add half an inch or so of orange juice to the pan, and let it reduce to a glaze, tossing occasionally to coat. If it it dries up before they're done add more. If it doesn't thicken, or if you like it sweet, you can add a little honey or maple syrup and stir to coat.
They say if you're using something acidic like orange juice you should do it in a stainless steel skillet, not cast iron. I don't care--I do it in my cast iron anyway and it comes out fine. (The pan's pretty well seasoned; it comes out fine too.)