Sure, you want to make a "Tagine," a Morrocan braised dish, with them. I buy mine at Kalustyan's in New York and make a variation on this recipe for "Tagine of Chicken Preserved Lemon & Olives" that I found online. No need to buy a Tagine, a dutch oven works great. Its refreshing and a great summer braise, but delicious anytime of the year. Serve with cous-cous.
A good version is also in Molly Stevens awesome tome, "All About Braising."
Also, you can make a simple but delicious pasta. Garlic, EVOO, some preserved lemon, maybe a little creme fraiche, and freshly grated parmasean. You can Google this.
Easy with them though -- they can be very strong. A little goes a long way, and in the pasta you might want to use some regular lemon juice to cut the salty/sharpness. Use a regular lemon and only a few teaspoons of the preserved to spice it up. Yum
Purchase a good Moroccan Cook Book and you'll find many ways to use preserved lemons. Preserving lemons with salt, olive oil, and pickling spices is relatively easy and they will last in the refrigerator for a long time.
Moroccan cooking is also very healthy if you stay with the chicken, fish, salads, lentils/beans, etc