Regarding growing: small to medium varieties can be trained up a sturdy trellis system. If you want to, you can use old stockings to hold the growing pumpkins up and lessen the strain on the vine.
Cooking: I usually roast mine in the oven before doing anything with them; even if I'm just making soup. It'll evaporate some of the water inside the tissues and might help against the 'watered down' texture later on.
