1,I like veggies grilled or broiled at a very high temp so the caramelize a little on the edges but remain crisp, add some chopped fresh herbs for flavor. Season with a spritz of spray-able salad dressing for another flavor boost
2,Some, like corn on the cob or whole onions you can wrap in foil, maybe with a teaspoon of broth and roast, this will save all the juices better than boiling or steaming.
3,Cut them small and stir fry, Americans frequently use too much oil for stir frying, a quick spray of Pam etc will suffice if the veggies are cut small and tossed often, add a tiny amount of broth and cover to steam in their own juices.
4, Microwaving will also preserve the nutrients in small amounts of veggies, some veg, like peas or beans may need a little water in the pan to microwave, others, like zucchini have lots of water to start with. Microwaving large amounts of veggies can be a bit difficult so it may take practice.
5, Plain old boiling shouldn't be overlooked, the trick then is to use a LOT of salted water, the theory being that the more water you use the faster it will come back to a boil so the veg has less time to lose nutrients