I like to put a dry rub on a pork shoulder and let it sit in the fridge for a while before I cook it. I put it in a large roasting pan and add a little water and some liquid smoke, but a lot of other people will put it into a smoker and let it cook low and slow overnight. I prefer to cover a roasting pan with aluminum foil and let it cook in a 200 degree oven for at least 10 hours.
I think the best way to eat pulled pork shoulder is on a fresh hamburger bun with vinegar slaw, sliced pickles and a little red barbecue sauce. Vinegar slaw is not universal, though. If I can't get it, I mix a little bottled barbecue sauce into the pulled meat and eat it without a bun.