I love potatoes, roast are the very best, but baked are pretty high up on the list.
I have 2 top tips from cooks I trust. Heston recommends you oil the skin, this prevents the potato drying out. Nigel Slater recommends you give the potato a good karate chop on removing it from the oven, this allow the steam to escape in a rush fluffing your potato up. Anyone with any sense then works a good quality of butter in to the flesh. You can remove it all, mash it with butter and put it back into the skins, or you can just mash it in place. After that you can add the fillings of your choice.
They need to be cooked in an oven or a fire, either will do, it'll take about an hour, you can do what you like in that time (Today I took part in a readathon) after all the potato isn't going anywhere. Some argue this takes to long and use a microwave, I'd disagree, it tastes better the slow way.