Whole rabbit is probably the easiest animal to take apart yourself (except for crayfish, and snails, and Steve's easy chickens, and ortolans). I usually deconstruct into six pieces, and you'll want to cut so that two of those pieces are entirely boneless. Just feel around the ribcage, and you'll see where the cuts need to be. Two of them will have a large "flap" of flesh that you'll want to roll into a tighter cylinder before you do anything, else they'll dry out. The bony middle sections are, in my household, reserved for the chef to nibble on, since the meat/aggravation-of-extraction ratio is poor, but they can also be used as the foundation for a rabbit stock that will greatly enhance any dish you make with the more fully-fleshed portions.
Decide in advance if you want to cook it "wet" or "dry." It's great both ways. Wet is easier, and you make it with the same fundamental techniques you'd use for any meat stew, though remember that it's delicate-tasting and will cower in the face of really aggressive or bountiful accompaniments. I'm sure you could easily find online versions of the recipe Sharon and Mark are talking about, so no need to go over that here. If you've ever subverted a coq au vin (in any direction), most of those same techniques can be applied to the bunny.
I slightly prefer dry-cooking, though it does depend on my mood. Just roast the parts as you would chicken, again keeping in mind the caution about the aggressiveness of flavors (though roasting can take a little more flavor, say in a dry rub).
In either case, also keep in mind the usual caution about meats of this nature: if you overcook, you're in for a very chewy meal.
I suppose you can fry it like flour- (and spice-)dusted chicken, but I've never tried it. I have tried it as confit, but I haven't thought the results were much more interesting. I've grilled it, but note the previous warning regarding overcooking, and be gentle. The pieces that you need to wrap can, of course, be spread/stuffed with various things before wrapping.
It has an affinity for everyone's least-favorite herb (tarragon), especially in concert with mustard. But I can hear a few people shuddering even now. I don't think it responds as well to tomatoes as other meats.