There have been various threads on cooking game here in The Hunt forum over the years. Look for Art Eatman's barbecued venison roast recipe, it's dandy.
Backstraps are good butterflied, sautee'd just past rare and served with a mushroom wine sauce. Sautee mushrooms first, dredge the meat in seasoned flour and sautee, and use the pan scrapings with a cup of beef broth and a cup of dry sherry to make the sauce. You can do the tenderloins in a similar manner.
Keith is mostly right, venison roasts are best served between rare and medium, but slow cooking in barbecue sauce in the oven (7 or 8 hours at 225 for a 5lb roast) or in a Brinkman smoker as mentioned by Labgrade and the meat is wonderful.
Kurt