Don't boil it, I've never done that, it seems kind of odd.
You can grill it, but make sure you press it first to get some of the liquid out - and try to get the firmest sort of tofu you can find. It's just because the high water content makes it hard to grill, sautee or fry it otherwise.
You can actually eat tofu right out of the tray, it's not raw, it's perfectly cooked. What you do with it past the tray - fry, broil, bake, etc. - just gives it texture and flavor and jazzes it up a little, but if you want to eat it low-cal and low-fat, you can try to eat it right out of the tray. I actually like silken tofu with a layer of sugar-free caramel syrup, it's almost like flan (Mexican dish).
You can marinate your tofu in your favorite low-cal dressing or season it and then bake it, too, to dry it out a little - and crumble it into salad or stir fry.
You can dice extra-firm tofu into pasta dishes, and it's great to make lasagna with - mash firm tofu with basil, oregano, salt and some lemon juice and use it in the place of ricotta cheese.
Tofu's incredibly versatile so don't get stuck on just breading and frying it, you can eat it just about any way you can think of.