Look for: Small, white, unbruised bulbs with brilliant green stalks and feathery fronds.
Prep: Cut off the stalks and fronds where they meet the bulb, remove any damaged outer layers, cut 1/4 inch off the bottom and remove the core.
Braise: Slice bulb into 1-inch pieces. Heat 1 tablespoon extra-virgin olive oil in a large skillet over medium heat. Add fennel and 2 teaspoons dried rosemary, crushed. Cook 1 minute, stirring constantly. Add 1/2 cup dry white wine (or dry vermouth). Cover, reduce heat and cook until tender, about 15 minutes.
Roast: Preheat oven to 500°F. Slice bulb into 1/4-inch pieces. Spread on a baking sheet or in a pan large enough to hold them in a single layer. Coat with 2 teaspoons extra-virgin olive oil. Roast, turning once halfway through cooking, until tender and beginning to brown, 18 to 20 minutes.
Steam: Slice bulb into 1-inch pieces. Place in a steamer basket over 2 inches of water (with 1 teaspoon mustard seeds and bay leaves added to it) in a large pot set over high heat. Cover and steam until tender, about 15 minutes.