Delicata and butternut, though mild, are delicious. Use Sugar or Pie pumpkins or Perfection squash - both are sweet and full-flavored without being stringy and watery.
The stock

Seeds, scrapings, and peelings from the pumpkin or squash
2 carrots, peeled and diced
2 cups outside celery stalks with leaves, chopped into small pieces
1 turnip, peeled and diced
1 or 2 bay leaves
1 tablespoon sage leaves
4 parsley branches
3 thyme branches
1 tablespoon salt
1/2 cup orange juice (optional)
8 cups cold water

Cut pumpkin or squash in half and scrape out all the seeds and stringy material with a large metal spoon. Peel and put them in a pot with remaining ingredients, bring to a boil, cover and reduce heat to simmer for 25 minutes, and then strain.

The Soup

Preheat oven to 400 F. Oil the pumpkin and carrots and bake on a lightly oiled baking sheet until the flesh is soft, about an hour. Remove them from the oven, and when cool enough to handle, peel the carrots. Deglaze the pan with a cup of broth, that is soak off and save all the brown bits in the pan Mash up all the veggies, you may want a blender and a little of the broth for the carrots.

While the punpkin is baking, melt butter in a soup pot, add the onion, and cook over medium heat for about 5 minutes. Add the cooked pumpkin, the pan broth, if any, salt, and about 6 cups of the stock. Bring to a boil; then simmer, covered, for 25 minutes.

Pass the soup through a food mill, which will smooth it out while leaving some texture. Return the soup to the pot and add the cream or soymilk. If you want a thinner texture add more stock.

Taste for salt and seasoning. Add white pepper. Stir well and serve the soup with a slice of orange and some thyme leave scattered over it.

Spice Tip: You can also season this gently with Baking spices such as ground cinnamon or cardmon or nutmeg, pie spice, etc. It then tends in a sweet, almost pumpkin pie direction.