Slow roasting in the oven would be the best. Something along the lines of this:

http://diyfromscratch.wordpress.com/2013/04/12/roasted-rabbit/

My mom used to cut it in pieces, flour and brown it in a skillet, then add some water or broth, cover it and let it cook slowly. Made gravy with the liquid--delicious!

Yummy! My grandma used to keep rabbits and i LOVE rabbit meat( she sold the skin and her family ate the rabbits) . It is similar to chicken , but leaner.
My favourite is typical Hungarian recipe called paprikash. Usually English folks only heard about the chicken paprikash, but they actually make it from many types of meat.
Very simple recipe, dice a large onion and brown it on bacon grease or lard, and you can be generous with the bacon grease While the onion is shimmering cut the rabbt up to pieces, not very small, just big chunks. Once the onion ready add 1 tbsp paprika ( of course the ideal is using Hungarian paprika,, but any red paprika spice would do) and add the rabbit. Shimmer the rabbit for minute then add a cup of water and you may need to add salt depending how salty is your bacon. Do not wait much before adding the water becaus the paprika burns and became bitter.
If you are hard core paleo, you don't need to add anything else. Just shimmer it until most water evaporate and the rabbit is soft and coming apart and sits in a thick greasy creamy texture. If you eat dairy , then add a cup of full fat sour cream to it. Traditionally they use full fat sourcream , which is 20% fat over there, but in North America the best I have found is 14%, and it works fine . Many people like with more sauce and they add a bit more water before the sour cream, an thicken it with flour to keep the thick creamy texture of the sauce. I find arrowroot starch works great in these type of dish, which you can mix it into the sour cream.
Traditionally they eat it on noodles or rice, and you can substitue whatever veggie you usually eat with thick sauces. I usually pour it on steamed cauliflower florets or cauliflower rice. Sometimes i eat this type of dish just by itself. My husband thinks it is horrible greasy and how can I eat it like that, but he is not paleo/ primal.