Never cooked it! I've had wild boar at the local butcher shop though. This is what he did. He chopped his up and made it into a sliced pork sandwich. Basically, he took about a 4 oz piece of meat, sliced it up threw it into a grill pan with some bacon. Then he threw it on the grill and closed the lid for a few minutes. After that he coated it with BBQ sauced, tossed it to get everything nice and covered and cooked it for a few more minutes. Served it on a small toasted kaiser roll with some coleslaw. It was pretty tasty.
If you want to do a large piece, 4-8lbs, I think I'd do it like a pork shoulder, except with bacon draped over it so it doesn't dry out, as boar is extremely lean. That lean meat should sop up flavors though.