I cut them into fries, toss them with a smidge of olive oil and garlic, and bake them.
They're also good when they're baked and make like a twiced baked potato-- scoop out the inside and whip it in the blender with some cinnamon and nuts (and a smidge of honey if you wish)-- restuff the shells and bake.
I don't know what splenda is, but I spray some "I can't believe it's not butter" and put cinnamon on top. I'll microwave it for a few minutes, the wrap it in tin foil and throw it on the BBQ grill with a big peice of chicken.