What's the healthiest way to eat a vegetable?

Vegetables are an incredibly healthy source of fuel—nutrient-packed and light on the calories. There's no question about that. And they're jam-packed with essential vitamins. But like any food, there's perhaps a million ways one can eat them: raw, steamed, baked, and even fried. But some enthusiasts claim that the process of cooking vegetables causes them to lose a portion of their nutritious value. Is this true? What's the most nutritious way to eat your veggies?