How to cook tofu without burning?
If it is firm tofu: Don't use not much oil to cook it. If you want to get by with using very little oil, bake it - but cover it in either SOME oil or marinade. 

For frying, shallow or deep frying (warning: press the water out well before deep frying!) simply yields better results than sauteeing, unless the tofu is crumbled or cut very finely (which gives more of a minced meat texture).

If it is soft tofu, consider boiling it in a sauce (like in mapo dofu), or even serving it steamed/raw with a sauce (check if you variety is safe to consume raw) as is not infrequently done as a japanese style desert.

If you are looking for recipes that work well with firm tofu, check indian recipes that involve paneer cheese - most of them can be easily adapted to make great tofu dishes.