The first and most obvious thing to say is leave them alone. Fallen leaves are a valuable source of nitrogen and will rot down and feed your lawn nicely (as long as there are not so many of them that they block out light and hinder growth of the grass). A quick run over with the lawnmower if things are not too damp will help break them up. But if you can't stomach looking at them as they decompose, here are a few more uses:
A few inches of leaves around plants will give them decent protection from frosts over the winter and will of course feed them as they slowly break down. Don't forget to remove any remaining leaves when the weather warms up as the heat they generate in sunshine could 'cook' the plant.
Piles of dead leaves are perfect for mini-beasts. Added to a woodpile leaves will make it extra attractive to animals such as hedgehogs and frogs.
Add leaves to your usual compost and mix in well. They will improve it no end.
If you have lots of leaves to contend with, they will make valuable compost ('gardeners' gold') on their own. It takes a bit of patience: most deciduous leaves take around a year to become mould although some, like the beech and oak, contain higher levels of tannin so will take longer to rot down. You can make leaf mould very simply by using a plastic sack. Perforate the sack, fill it with leaves (dampen them if they are dry), tie up the bag and leave them alone.
Playground for children (or adults)
If you have young children, this is quite an obvious one - make the biggest pile you can and stand back (although you'll need to keep gathering the leaves up again...). You could also get them to save the best, most colourful leaves and press them.
Something to turn your attention to once all the colour has gone and decay has set in. Enjoy. http://gizmodo.com/76-stunning-photos-of-fall-leaves-1651958882