I found this recipe on epicurious.com, and the comments were full of folks raving about being able to use their CSA turnip greens and loving it!  Give it a try!

1 large bunch turnip greens
1 small turnip, peeled and diced
Dash of sugar
6 slices bacon, diced
1 onion, diced
1 tablespoon lemon pepper
Salt to taste
Louisiana hot-pepper sauce

Wash the greens in several changes of water in the sink until no more grit is seen. Chop the greens coarsely. Bring a large pot of water to boil and add the greens, the turnip, and the sugar. Cook for 12 to 15 minutes, or until tender. Drain.

In a large skillet, sauté the bacon until it gives up its grease. Add the onion and cook 7 minutes until the onion is soft. Toss the greens with the bacon and onion. Add the lemon pepper and salt. Serve with Louisiana hot-pepper sauce.

– epicurious.com