All of the above methods are great, but I'm in favor of doing everything the easiest way. This is what I do. Like others, I bake mine in the oven, but without removing seeds and strings...yet.

Place your whole, washed pumpkin on a cookie sheet in the oven. Pierce it a few times, much like you would when baking a potato in the oven. Bake at 350 until the whole pumpkin collapses. (It looks so strange! The color becomes a deep, dark brownish-orange.) Then remove it all to a working surface and cut it apart. The seeds and strings remove easily with a spoon. Then you just scoop the cooked pumpkin flesh into a blender or food processor, whirl it around until smooth, and measure it into ziploc bags for the freezer. Or measure it out for the recipe you are about to use.

Hope this helps somebody out there...I know that now I'd never do it any other way!

Johanna