Okra AKA Lady fingers
Not many people have had Lady fingers (the vegetable, silly), they don't seem to have garnered the same interest amongst the British public as other exotic vegetables. Not many people even know what they are, here's what I'm talking about:
Sainsbury's have sold Lady fingers, but if I recall the packs contained about 5 pieces , OK to add to your stir fry but not enough for a meal on its own, which is what I recommend you try and make! Asians almost always know the deal about Okra, we make Okra curries (surprise, surprise) in the far east Okra is used in tempura, Americans (south) are pretty big into the Okra as well, there they coat it in corn meal and shallow fry it.
Generally quick stir frying is the way to go to burn off the characteristic goo released when Okra is cooked, or on the other hand Okra can be used to thicken food as with Gumbo.
Here are a few simple recipes:

This is 'o`hitashi', which is basically any boiled vegetable, served with a dip,
You need about a pound of Okra and for the dipping sauce dark soy sauce and an inch of ginger.
In a pan of boiling water drop in the Okra and boil for 3-5 minutes. Drain the pan and rinse the Okra under cold water and then leave to dry as you make your soy sauce by grating the ginger finely in to a dish followed by the soy.

Southern fried Okra:
• Oil for shallow frying, an inch in depth.
• Okra
•Milk or cream• flour• cornmeal (yellow or white, I use yellow)
Make the coating for the okra by mixing the cornmeal and the flour which should be 1 part flour to two parts cornmeal. Season with some salt and pepper and a pinch of cayenne pepper. Chop the cleaned Okra in to 1cm rounds and get the oil heated in a pan.
Add a splash of milk to the Okra and stir it, it will start to get sticky with the juices of the Okra being released. Add milk slowly and continue to stir until the Okra is coated lightly in milk. Now drop the Okra into the coating mix and coat all the pieces. Test the oil with one piece of Okra and if it sizzles drop in the rest covering the pan with a shallow layer. Don't be tempted to turn the little pieces too soon as they will just lose their coating. Test a little bit and if golden turn the lot with a spatula. Drain all the pieces on a paper towel. Enjoy with diced tomato relish.

My curry recipe (well mine and the rest of South Asia)
You need:
1 onion chopped
oil for frying 1tbs
Brown mustard seeds 1tsp
Okra about ½ kg chopped into 1cm peices
salt
red chilli powder 1tsp
coriander powder 1tbs
2 small tomatoes chopped or half a can of chopped tomatoes
2tbs chopped coriander

Fry the chopped onion in a heavy based pan until light brown add the mustard seeds and fry for a further minute. Then add the Okra to the onions and stir add a splash of water so that they become tender keep stirring. When the okra darkens (5 minutes) add the spices and tomatoes. Cook on a low heat, covered for about 20 minutes. Garnish with coriander and serve with buttered chapatties.