Yes, I've done sautéed fresh beets. They are OK. I haven't roasted them, which I might give a try someday. In general, I like root vegetables (well, maybe not turnips so much - taddies & neeps are OK) and I prefer them sautéed or roasted over other preparations. The exception being potatoes and parsnips, which I also like mashed.
I just have bad childhood memories of the pickled beets that my Mom would put on salads; even if I picked it off, it still "tainted" the rest of the salad.