I knew only one way to boil an egg: boil it in water in a saucepan. I did hear of another method during my childhood scout days, put mud all around it and put the muddy egg in fire (never tried).
Slashdot reported another way of boiling an egg. Basically, one can put the egg near cell phones and hope that the egg will be cooked by the power transmitted by the mophones. Apparently, its possible to cook one egg with 2 cell phones in some (in)finite number of minutes.
A slashdot comment to the above post mentioned an innovative way to cook something out of an egg. Short-circuit a 12V battery with the egg yolk. Not too difficult, crack open the egg somewhere and keep stirring the mess(!) with the terminal-end of a 12V battery.
If you love details about signal-strength, microwave-band radio waves and cell phone techtalk, go and read the article. I'm off to buy a cell-phone.