Baked is fine and they don't take as long as baked potatoes, but be careful not to overcook them - baked sweet potatoes can leak in the oven as they caramelize. Put a pan on the bottom rack and cook them directly on the top rack.
Diced or wedged, put them in a glass baking dish with some olive oil and seasoning (I prefer olive oil, sea salt and onion/garlic/pepper, but you can also try a little brown sugar and/or maple syrup, or cinnamon, or oil/salt/rosemary).
Now that it's grilling season, try putting a little olive oil on a piece of aluminum foil and cutting it into fries or wedges. Roll the pieces around and sprinkle with the seasonings above. (Drizzle just a little more olive oil on top if the seasoning isn't sticking.) Fold the foil over into a pouch and throw it on your grill before you start up your dinner - depending on the heat they take 30-45 minutes. Flip the pouch once along the way, be careful not to tear the foil.