I've had them cooked, broken in half, but I still prefer steaming them whole. As for tips to getting them - patients, patients, patients (you're a fisherman, so you get the idea). I usually buy some chicken necks and let them sit outside for a day or two - get 'em nice and ripe. Then you wake up ungodly early, and drive to your local pier/jump on your local boat. Tie some yarn around the necks and drop them over the side. When the chicken gets a life of it's own and starts walking away, that's when you've got a crab and it's time to slowly pull it in. When you can just barely make out the crab in the water, scoop under it with a net and pull it up. Scooping under it is the big thing because when the crab gets spooked, it drops it hold and sinks. If you're scooping from the side, you can miss the crab, but scooping from below will nab it even if it's fallen down some.
Just wanted to mention that I also always bring a crab pot with me. It's my backup in case the hand lines don't really work out.