Do you cook butternut squash with the skin still on or do you have to peel it first?
You can do either. You can cut it in half, scrape out the seeds, place on a tray and roast it in the oven.
Or if you want cubes, you woulc cut it into sections, set a section upright and carve down the sides with a sharp knife to remove the peel.
When I want just the mashed up squash puree, I've microwaved the whole unpeeled squash with great results: Pierce skin all over with knife/fork. Place on microwave-safe dish. Nuke for about 20 - 30 minutes, depending on size, turning occasionally, until very soft. Slice in half and if squash is still firm in the middle, nuke for a few more minutes. Then scrape out pulp and use as needed.
Similar to mrslarkin, I put the squash in the microwave, but I cut it in half first. It still takes about 20-30 minutes, but I'm always afraid that I am going to make the squash explode if whole!