Not one of my first choice vegetables, but I'll do just about anything. The little baby turnips + greens are pretty good, I usually do a quick saute, usually with butter and garlic.
The big old storing turnips are one of those vegetables really improved by roasting for what seems like too long at too high of a heat. Preheat oven to 400 while you cube the turnips into reasonable consistent sizes, somewhere in the 1" cube/marshmallow size. Put on a roasting tray, sprinkle with oil (I usually use olive for flavor or avocado for not) and sprinkle with salt. Cook for at least 30 minutes, maybe up to an hour depending on what vegies you have/size you cut.
Carrots are a good combo with the turnips. I love the combos with all sorts of vegies, beets are awesome roasted.