Here's a video from the Yahoo! network showing easy methods for selecting and cooking vegetables to gain and retain the most nutrients.
I personally like to use a steaming basket in a medium sized stove-top pan, taking care not to overcook the broccoli, green beans, or whatever. I've used blanching and shocking with asparagus and it gives great results (no more limp or stringy asparagus :-) I suppose it will work well in general as shown in the video, too. If you don't want to bother with ice water, just use cold tap water or whatever you're comfortable with - the point is to drop the temperature from boiling to something cooler quickly.
