the best way I found to using fresh sugar pumpkins was as follows:
Seed and stem pumpkin (skin on is fine)
Slice very thin
dump into stock pot with 1" of boiling water on the bottom
Cover and let it cook (stir it every few min)
Once it is soft (15-30 min depending how thin you cut them) mash it down and run it though a screen trying to get all the juice out
Use this juice for mash water, and first sparge water (if not all).
This is much quicker that baking it, and can give you something to do during mash rests. It adds a little sugar to the beer, but this really varies from pumpkin to pumpkin. From what I've read there really is almost no starch in them, so there is no point adding meat to the mash (unless you really like a stuck sparge).