There's a restaurant in Santa Barbara called Bouchon which Jason and I have some fond memories of. It's where we first tried Cambria's pinot noir, which has since become a longstanding favorite, and it's where we first had fried, goat-cheese-stuffed squash blossoms.
OK, maybe not everything is better deep-fried, but frying does some pretty good things to squash blossoms. They're not bad sauteed, but frying them makes the petals all crispy and delicious. Also, if you stuff squash blossoms with a bit of goat cheese and then fry them, then you end up with a shell of crispy blossom goodness encasing a blob of soft, molten cheesy goodness, and it's a match made in heaven.
These are pretty easy to make. First, peel the little green stemmy bits from around the base of the flower. Stuff each blossom with a teaspoon or two of chevre, then set up your frying lineup: in one bowl, whisk together an egg and a couple of tablespoons of water to make an egg wash, then in another bowl stir together some flour, salt, and pepper. In a tall pot, heat up about an inch of your favorite frying oil over medium-high heat (I used olive oil, but something with a more neutral flavor would be fine too.)
When your oil is hot enough to sizzle a drop of water, start rolling your squash blossoms in the egg and then the flour mixture. Don't do all of them at once; just dip the ones you are planning to fry together. The amount you can fry in one batch will of course vary widely depending on the width of your pot and the size of your squash blossoms; keep in mind that you don't want to crowd them.
Keep an eye on your blossoms -- they'll take just a few minutes on each side to fry (the first batch of anything fried usually takes the longest, in my experience), and you're looking for a light golden brown color. When finished, remove the fried blossoms to a plate covered with paper towels to soak up excess oil, and sprinkle a little salt on them ASAP. Serve them while they're still hot, but warn everyone that the cheese inside will tend to be very hot even when the outside blossom has started to cool down. Enjoy.