Banana Squash are cylindrical in shape and measure 20-36 inches in
length and about 6 inches in diameter. The skin is creamy orange or pinkish in color and the fine-textured flesh is bright orange. Unlike summer squash (which are picked when immature and skins are tender), Banana Squash have hard, thick skins and only the flesh is eaten. To eat, remove the seeds and cook the squash in its skin. It is excellent in soups, stews, couscous, curries, and in desserts in place of Pumpkin. Banana Squash tastes wonderful combined with butter and fresh herbs, and is good source of vitamins A and C, potassium and iron. 

Choose  Banana Squash that have a hard, deep-colored rind free of blemishes or moldy spots. Tender skin indicates immaturity or poor
quality. The hard skin protects the flesh and allows it to store longer than
summer squash. Store Banana Squash in a cool, preferably dark,
well-ventilated area for up to one month. Wrap cut pieces in plastic and
refrigerate up to five days.

Here are some good Banana Squash links:
http://dansgardenshop.com/gardenshop/falandwinsqu.html

http://www.produceoasis.com/Items_folder/Vegetables/BananaSquash.html

http://recipecard.com/holidays/Halloween/hr23.htm

http://209.185.162.150/food/tools/recipefinder/print/0,6913,704,00.html