They should overwinter in cold climates too. Chop some shallots or onions, fry on low heat. Add the chokes, a couple potatoes, some white wine and chicken stock. When it's cooked, throw it through a food processor, and serve with roasted prosciutto. Oh, and remember to peel the taters and chokes before you use them in the soup, but that should be pretty obvious.
*Edit* Cream! I forgot the cream. You'll need to add some of that before the food processor, and then bring the soup to a boil once it's puréed.
Yum! I have some sunchokes that were tossed behind my compost before I moved in. I wanted to transplant them but I'm glad I read this before doing so...I have plenty of deep pots to toss them in instead!