Anybody have any good tips for how to peel this delicious but difficult squash?

Treat it like you would a pumpkin, by partially baking, steaming, or boiling it first so the peel will come off.  Then you can cut it in half and take the seeds out before cutting it into chunks and cooking as you like.  Epicurious is a great site for ideas for that squash.  http://www.epicurious.com/  Just put kabocha squash in the search box on the recipe page.  Let us know what you make with it!