It depends on the vegetables. Some are best eaten raw, others need some cooking to bring out additional nutrients such as lycopene in tomatoes. Other vegetables that should be cooked are spinach, cabbages, broccoli, carrots...to name a few. Personally, I think vegetables are great and you shouldn't worry so much about their nutritional content in preparation but on making them tastier to eat however you like to eat them, cooked or raw.
F 28/5'4/100 lbs
"I'm not a psychopath, I'm a high-functioning sociopath; do your research."