How to deconstruct a pumpkin
You have to get the skin off and the flesh cooked.

The easiest way is to cut the gourd into chunks and steam it. When cooled the peel can be easily removed.

Roasting takes longer but results in a far more flavorful product. The pumpkin is more concentrated and if it browns it has more depth of flavor as well.

I have sometimes peeled the pumpkin with a peeler before cooking because I didn't want to wait for it to cool (and I'm not a huge fan of handling slimy cooked pumpkin more than I have to.)

After cooking the flesh can be mashed.

Avoid boiling. The flesh will be waterlogged and in order to make it useful for baking it would have to be reduced/settled+drained, etc. Not good eats.

Hmmm. I'm afraid one of my kids' jack-o-lanterns is going to find itself in a pumpkin curry soon.

** Edit **

I should also note that I have never produced cooked pumpkin that was overly similar to canned pumpkin. I haven't tried. The homemade pumpkin is still recognizable as having natural origins. Canned pumpkin has its place, I prefer it in pie for example, but I wouldn't consider canned pumpkin to be the goal.

** Edit part deux **

Derobert has written a beautiful blog post on this subject that puts this answer to shame:
comestible-orange-goo-making-puree-from-fresh-pumpkins