Assuming you are talking about whitetail (hogs and javelinas, have some other considerations, ie removing certain glands, etc)...ditto on the processing already stated. Daddy always told me, clean, dry and cool. Hang it up, keep the hair off it, bone it out.
when it comes to cooking, thats a matter of personal taste (pun intended), but i will say that soaking does work. you can use milk, salt water, whatever, but you don't just let it sit overnight. change it out, (more frequently at first) till the liquid quits getting bloody.
theres a million arguments about how to season, marinade, etc...the key to me at least is have your spices "soak in" and tenderize at the same time. you have to introduce an acid. some folks use coke, some use, mustard, lime juice, whatever. i spinkle a little lime over it as it thaws, then my marinade is olive oil, worcestershire, and spicy mustard, add dry spices
i always sear, and then lower the heat or move away from the heat (depending on what type of grill you use)...don't overcook venision
if my kids, who won't touch anything but chicken nuggets, will eat it this way, anyone will