Make crispy brussel sprouts
The secret is to steam them partway. Sprouts are tough and dense, if you roast them the outside tends to dry out by the time the inside is done, even if you cut them down the middle. I steam them until a fork starts to want to go in, then I get them out and douse them in ice water to stop them cooking. I usually saute them in some olive oil and butter along with slivered almonds, but if you want a crispier outside I would use an oil with a higher smoke point and roast them in a hot oven. 

Sauteing them can lead to some of the outer layers getting pulled off, roasting them leaves them more pristine looking, it's all about what look you are after.