I usually bake my fruit (apples, pears, peaches, plums), and most of my veggies too (squash, sweet potatoes). The flavour is much nicer when baked (taste a spoonful of baked apple versus a spoonful of boiled or steamed apple, see which one you would rather eat!)
Baking not only keeps in the flavour but most of the nutrients as well.
And although it takes longer, I find it saves time in the end. Compare peeling, chopping, boiling/steaming and then pureeing an apple, standing over the stove while it boils, taking it out of the water before it goes mooshy, etc. Then compare that to chopping an apple in half, quickly cutting out the core, popping it in a baking dish with an inch of water and sticking it in the oven. Can come back to it 40 minutes later, gently scoop the apples out and leave them on a plate to cool. Once cool, it pops right out of the skin and takes 30 seconds to mash with a fork. Peaches and plums are especially easy this way as they are very hard to skin, but once baked, the skin comes right off. Or, when LO is a bit older (8mos) just puree the skin with the fruit as it's soft and just blends right in.
I've got some on the go right now!