Philistines! You just don't know how to cool them!
Actually, they're not very nice cool.
If I can be arsed with the steamer, I'll use that, but otherwise, I just stick them in a pan of salted boiling water, bring it back to the boil, simmer for about 2-3 minutes, until the sprouts are bright green, then drain and serve. The worst thing to do is overcook them. They have to be fresh to be nice - and they don't stay fresh for long, even in the fridge. The older they are, the stronger the taste, so maybe you're all cooking old ones!