A note on choosing asparagus:
The idea that thinner asparagus are better is an old wives' tale. Thick spears of asparagus are sweeter and juicier. Choose unblemished stalks with tightly bound tips - looser, leafier tips may mean that it is not as fresh.
A note on cooking asparagus:
Asparagus have a delicious, sweet and juicy taste that is progressively destroyed by overcooking. For ideal results, steam or braise at high heat for a short period of time - I never cook it more than a minute. The asparagus should be firm and crisp, but warmed through and bright green all over. Yum. See also How to cook asparagus for good advice.
A note on asparagus etiquette:
The Queen and Miss Manners eat their asparagus with their fingers - and so should you. It is considered correct even at the most formal functions to eat asparagus with your fingers unless the asparagus is chopped up. It's also a lot more fun than using a fork.
A note on asparagus accompaniments (say that five times fast!):
Asparagus is delicious with lemon - try a little lemon and melted butter with yours. For a more gourmet experience, try the traditional sauce of choice, Hollandaise, or maybe Asparagus and Scallops with lemon nut butter, my personal favourite.