mmmmm leeks! First, cut in half lengthwise and swish/soak in water to help remove any dirt/sand/grit. Then put them on a pan and oven roast 'em, drizzled with olive oil, herbs, salt/pepper ...
or if not on the oven, grill them on a bbq, same treatment. (might want to grill on a mesh surface on the grill, or they will fall into the coals as they go limp)