Just make sure you cook them fresh - the flavor does not endure freezing as well as many other types of fish. It appears to be because of the higher oil content in the meat, but the flavor goes way downhill after freezing. *IF* you must freeze them, I've been told that skinning them and vacuum sealing them will help preserve the flavor. I always left the skin on them, so I wouldn't know from first-hand experience.
I like to grill them, if you have a fish-grilling tray for the top of the grates. Just make sure to leave the skin on or they will dry out (like most fish). Another viable option is wrapping them in foil with seasoning of your choice and butter - this makes for a softer texture. I typically do the foil-wrap method (making a little pocket for each fish), and mark the seasoning type with a colored toothpick so that folks can tell which ones are spicy vs. lemon pepper or whatever.
Watch out for the extra bones they have along their "shoulders". The really small trout have tiny ones that are barely noticeable, but bigger trout's bones can be a definite choking hazard. You might watch a Youtube video to make sure you understand how to eat them safely. I generally make my kids' plates and pull the meat for them from the back half of the fish to eliminate the possibility of a surprise bone (my kids are pretty young).