We're talking pork brains here, though they could just as easily be lamb or calf brains. A brain is a brain, and while I admit there are slight differences in taste and softness, you're dealing with an organ that is primarily composed of fat—and tastes like it.
When it comes to preparing brains, deep-frying them is about as classic as it gets. It is probably a smidge more delicious than scrambled eggs with brains, though I happen to like those very much.
MFK Fisher contends in How to Cook a Wolf that the combination of scrambled eggs with brains is "an unpleasant one, because of the similar textures of the two things. Instead, I think brains should be cooked so that they are crisp, and should be served with crisp things to offset the custard-like quality of their interiors." She goes on to offer a recipe from Barcelona for deep-fried brains served with fresh peas, hot toast, and fruit. While I wouldn't say no to that, I think if you take a good pat of butter and melt it in your skillet, toss a lobe or two of brain in there and scramble it with eggs, that's a good meal too.
This brings me to another point: how do you describe the texture of brains? "Custardy" is a good adjective, as is "rich," "fatty," "fluffy," though none of them quite capture why brains are so special. And maybe you just can't capture the special-ness. Fergus Henderson describes deep-fried brains in The Whole Beast as "biting through crunch into a rich cloud," which certainly evokes the feeling you get when you're eating them. The interior almost melts on your tongue—it is so delicate and insubstantial, yet rich all at once.
On this point all brain lovers are agreed, which is that if you are going to be eating deep-fried fatty nothingness, then you should serve it with a piquant sauce of some sort. I'm eating my brains this week with a sauce from The Whole Beast, a classic green sauce that has its base in olive oil, parsley, capers, and anchovies. Whatever else you choose to add—lemon and vinegar, and additional herbs such as dill or thyme—is really up to you.