Well, um, I've never cooked duck. I have always wanted to, but haven't yet.
The good news is that it's rather fatty (but, IIRC, a "good" fat), so unless you pulverize it, it shouldn't get dry.
<a href="http://cookthink.com/blog/?p=700">
Here</a> is one way for duck breast.
<a href="http://www.recipezaar.com/5108">
Here</a> is a roast duck recipe, and a <a href="http://www.recipezaar.com/48561">roast duck a la Orange</a>. Oh, and <a href="http://www.epicurious.com/recipes/food/views/108731">one more duck recipe.
</a>
Ok, now I'm all inspired. I'll try to make duck in the next couple of weeks and let you know how it goes.