Do you know if they are "dry" pack scallops? Most scallops sold across the country have been treated with chemicals, but this in turn also means that they are pumped full of water. I'm not saying you can't cook these types of scallops, but, in general they don't brown up nearly as nicely as "dry" packs. Let's just assume you have dry packs as you can use the same method I'm going to give you, but the resulting product won't be as good-still better than the way most people cook them.
First dry your scallops. Put them between a couple layers of paper towels and put them in the fridge, uncovered for a couple of hours. If they throw off a lot of water you may need to change the towels a couple of times. When ready to cook, bring them to room temperature and lightly season with salt and pepper. Get a heavy saute pan smoking hot. Add a decent vegetable, or peanut oil to the pan (don't use olive oil) and heat until almost smoking. I then add a small knob of butter (some people disagree with this as at the heat you should be cooking at they say it just burns. While I agree, I also think it helps provide good coloring and good flavor). Add a few scallops. Don't overcrowd the pan!!!! Quickly sear to get good color then flip and do the same. I probably cook them about 1 minute or less per side, and serve them while they are still pretty rare inside, but nice and caramelized on top and bottom.
Pan seared with a butter/shallot/wine reduction flavored with the slightest breath of lemon zest and tarragon served over a delicious lobster risotto accompanied with a nice Gruner Veltliner, dry Riesling or a light Pinot Noir if white wine is not your thing.
I'm a bit late to the game and I suspect the fresh scallops have been cooked and consumed long before now.
Pan seared like others have mentioned. One thing I find helpful when searing scallops is to double skewer them (Depending on the size of the scallops I can get two or three on a pair of skewers). The double skewering allows the scallops to be easily turned over. It can also help with the overall shape of the scallop if you have some that tend to lean.