I cook domestic duck all the time. I believe that duck is one of the four major food groups. I currently have 2 whole ducks, a package of legs that I confited(sp?) and 2 tubs of rendered duck fat all in my freezer. Around here, that won't last long.
Although I've roasted a few of them whole, that method really does injustice to the breast. The leg takes a long slow cook to properly tenderize, but the breast is best eaten medium rare. Andy & Tat really have it right. Divide the parts and cook them separately. Leave the skin on the breast - once you have rendered out the fat, the crisp skin is the best part.