I had an old friend over last night, someone who's another NYC transplant. We played some music together (we are both amateur musicians). I cooked dinner, which included one of my favorite ingredients since moving to NYC, Italian fennel. I think it was available in the Midwest but it wasn't on my radar. With the large Italian-American influence here, Italian fennel is broadly available in supermarkets and most fruit stands, too. It is versatile as a vegetable. The traditional Italian use for it is as a palate-cleanser between courses. Just slice it up raw. I've also used it raw in a salad, with radishes, onions and mustard vinaigrette. I suspect you could sub it in wherever you would use a cabbage type vegetable easily enough, particularly if you slice thin across the wide part of the root to break up those long fibers.
However, it's pretty chewy---not quite as bad as an artichoke but pretty close---and some roasting really improves its flavor as well as softening the vegetable nicely, so I definitely recommend roasting first, which isn't very hard. Preheat oven to 350, cut the fennel into chunks, toss in olive oil, salt and pepper and roast for approximately a half hour. The outside should caramelize and the inside will still have some tooth. I often prep a fair bit in advance and then just use it up as I go. If you really want to soften it, hit it with 425 but it won't keep well.
As I write this, I'm eating a cold lunch of:
Rotini, roast fennel, sauteed crimini mushrooms, some blackened chicken breast, sun dried tomatoes, and fresh slices of parmesan, fresh garlic and a grind of salt and pepper. (Aka last night's leftovers but with sun dried tomatoes instead of marinara sauce. :)