Haloumi is a Mediterranean cheese, usually served broiled or pan-fried. You can buy it at a Greek or Middle Eastern store, says smartie. "My favorite way is just to broil it on both sides," says smartie. "Make sure you put it directly onto the grill tray and don't cover the tray with foil. You want the liquid to drip off so that the cheese dries out, [instead of sitting] in the whey or it stays soggy."
"I eat haloumi just as it comes (well, maybe get it close to room temp)," says grayelf. "It is known as squeak cheese in our house. But it is also very nice instead of bocconcini in a fresh basil, tomato, and cheese salad or skewer." And jumpingmonk likes it treated like gyro meat—"stuffed in a pita with some veggies and tzatziki."
jumpingmonk likes the CheeseEU brand of haloumi, which "has the best milkiness to saltiness ratio, in my opinion." Try to get the real Middle Eastern versions, not the domestic ones, says greyelf.