Make sure to remove the glands as detailed here
http://www.backwoodsbound.com/xsquirrel2.htmlI have had people tell me squirrel taste like shit, they werent cleaning it properly.
As with any game animal, make sure there is NO hair on the meat after you clean it, I find squirrel hair almost glues itself to the meat if you are not carefull, and it is hard to pick off if you botch the job and there is alot.
I like to get 5 or 6 of them, quartered, roll in flour, brown in butter just untill golden, then roast on a bed of veggies (add some red wine and your pan drippings to the veggies and make gravy after)
if I have a choice between rabbit and squirrel, I eat squirrel. Better flavour and richer meat imo. That said, rabbit is way easier to clean and I can make a decent meal for 2 with one decent snowshoe hare, whereas I need 2 greys or 5 reds to feed myself and the gf.