I've been gutting a lot of sugar pumpkins lately (six in the last month). Here's what I've learned:
1. Baking the pumpkin whole has a lot to recommend it, but it's not the ideal solution. The roasted pumpkin slices open effortlessly, and the guts spoon out with little resistance. The downside is that the guts are partially liquified at this point. The liquid dribbles everywhere and it's hard to get all of the debris out of the pumpkin without damaging the flesh. Also, this method sacrifices the seeds, which are no longer good for roasting.
2. I prefer to slice open the raw pumpkin and scrape out the guts before baking. I tried different tools and methods. Using the following method, I managed to make gutting a small pumpkin a two minute job.
3. It's difficult to slice open a pumpkin safely. Serrated knives don't work very well. Take a long, thin chef's knife and plunge it into the pumpkin at a steep angle. The stem makes a convenient handle. Then press the knife towards the counter, using leverage to cut from the top to the base. Turn the pumpkin over and repeat.
4. Gut the pumpkin in two steps. First, "comb" out the seeds with a spoon. It really is like combing, apply pressure only on the downward sweep. The seeds come out very quickly and and cleanly this way. Second, comb out any remaining fibers with a tiny serrated paring knife or grapefruit knife. Keeners like me finish by wiping the inside with a sturdy paper towel, but you can skip this part.
5. Place the pumpkins cut side down on nonstick cookie sheets and bake until the flesh offers no resistance to a knife.