As someone who passionately disliked zucchini and squash as a kid, I can attest that baked goods are a wonderful way for picky eaters to enjoy these veggies. Zucchini's subtle flavor allows other ingredients to shine, while providing the perfect amount of moisture to keep results from drying out. My own chocolate zucchini cake recipe uses the pureed veggie and stays tender & moist days after baking - if it lasts that long.
As a small farmer, unless someone requests young zucchini, I typically let them grow big. No doubt quality depends on the variety & growing conditions, but I don't get a lot of the "Styrofoam-like texture" in my large zucchinis. Customers and I have had no trouble using them for grilling, frying and baking, though I wouldn't recommend for pickling. Considering the cost per lb for stems and bodies of the little zucchinis, plus the time you'll spend washing and possibly peeling, asking your local growers for a large zucchini might be easier - and farmers will likely know if their large zucchinis will be good or not (we get them every year).

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