I've baked them, pureed the guts and frozen them. The results are a bit watery but work pretty well!

Pre-cooking & freezing is the sure-fire way, but in a relatively cool setting indoors where they aren't exposed to fluctuating temps or a lot of humidity, they are likely to keep on the shelf for months. I have one from October sitting in a cool cupboard in my kitchen right now. I don't plan to do anything with it until Jan/Feb.

The bake, puree, freeze method works really well, but it will be a bit watery, so when using it in a recipe, either strain the puree through cheese cloth, or adjust your liquid levels to get the right consistency.

We grow Sugar Pie Pumpkins. Store them on the north side of the garage on the slab floor. Had pumpkin pie most of the year last year as they will keep for months! Processed last pumpkins in September and are still enjoying pie. This year's harvest is in the garage.

just to add on to dalesq's comment: I thoroughly inspect for mold and then place them in a cool, dry place, out of the sunlight. If you have the space, keep them a few inches apart so that any rot that may develop won’t spread as easily. Check them every so often for signs of rot and use or remove any that are starting to soften. They should keep for four to six months this way.

I have them now in the fridge, because i don't think i have a cool, dry place at home… :-/ How long do you guys think they'll last in there?

Tania:
I think it depends a lot on the type of pumpkin. The "Jack o’ lantern" variety as shown in the photo (which you really shouldn't bake with since they're bred for appearance rather than taste) would not last long. The problem with the fridge is that it tends to be a very humid environment. The skin on some varieties is very porous and would absorb the moisture from the fridge. A cheese pumpkin or similar variety, with a hard skin like an acorn or butternut squash, should last a few months in the fridge. The main reason I don’t store my pumpkins there is that our refrigerators in Germany are ridiculously small…not much bigger than a mini-bar fridge in a hotel room, so I only have room for things that absolutely must be refrigerated. If that’s your only option, then I think you should make puree and store that instead. That will keep for a very long time in the freezer. As others have noted, fresh pumpkin has a lot of water and must be drained over a cheese cloth for a few hours after cooking in order to achieve the same consistency as the canned stuff.