Salt 'em, dry 'em, or smoke 'em. Make sure they are in clean water and the fish will taste better. They were imported to the US as a replacement for the decimated fisheries in the Great Lakes region, but the rivers they inhabited at the time were so horribly polluted (and these fish take on the conditions of the river in a big way!) that folks didn't want to eat them.
However, with some searching you can probably find a good, clear river with healthy carp.
Or, you can always use them as fertilizer, and grow some tasty veggies with them!