good for you, are versatile and best of all, they are free!
I used to go outside, don a pair of gardening gloves and pick them leaf by leaf. I actually really enjoy the process. It's a gentle and meditative process.
Lately though, I've been feeling time poor so I've become a bit more savvy. It's much quicker to just break the stalk near the ground and pop it in the basket complete with all the leaves attached. I give them a rinse in a colander and put them all in a large pot with the tiniest amount of water. After a couple of minutes over heat, they wilt right down and lose their sting. Then you can pull off the individual leaves and use them in the dish of your choosing.
I tend to use them with other veggies. For example, when serving a casserole I might layer some mashed potato topped with nettles and then serve the casserole directly on the top.
I also like to add them to tomato based pasta sauces or make a pasta sauce just using the nettles, onions, garlic, some stock and a little cream.
I make them one of the main ingredients in a soup with parsnips. Delicious! The resulting soup is the most beautiful colour of green.
I have used them to steam in a parcel with fish before too and it was one of the nicest meals I've eaten.