The answer to this question varies based on the food that you are cooking and the method that you are utilizing.
Boiling has been shown to be the worst overall in terms of retaining nutritional value.
Steaming has been shown to be one of the best options for most vegetables, but the studies for this one did not include every vegetable and every vitamin.
Pressure cooking has also been shown to be better than steaming with some vegetables, and one example of that is hashed spinach.
Microwaving has also been shown to increase some vitamins in foods and has been shown to have a favorable profile in terms of net effects on food nutrition.
Overall, I would say not to worry too much about the method of cooking because the results are varied based on the vitamins and vegetables.
Just something to keep in mind is that steaming has been shown to be slightly better and boiling has been shown to be slightly worse.
