I prefer the natural sweetness of yams slow roasted. They come out really sweet with a nice chewy caramelized crust if done right.
The trick is to just drizzle olive oil all over, then roast them slowly at no higher than 325 f / 160 c for about an hour. This allows the starch to turn into sugars, a process that doesn't happen if they cooked too fast at too high of a heat.
Served with Thanksgiving dinner, which tends to have a LOT of salty/savory components, they can really balance things out. Generally speaking I can't stand sweet potatoes cooked any other way, and I've tried them about every which way.