Stir frying also keeps the vitamins in because the veggies aren’t cooked for very long. Just keep the oil to a minimum and make it healthy oil. I stir-fry with EVOO (I know, I know) and I’ve never had any problems.
Steaming is the healthiest cooking method but roasting is almost as good. The caramelization of the veggies adds so much flavor. If you use just a tiny bit of olive oil it is still tasty without all the calories.