Okra is most nutritious when eaten raw, like most other fruits and vegetables, because the cooking process leaches out some of the vitamins and minerals. The difference is fairly minuscule, though, and shouldn't discourage anyone from cooking their veggies. No matter how you eat it, okra is low in calories (31 per cup) and high in fiber (3.2 g/cup). It contains a variety of vitamins and minerals, including 8% of your recommended calcium intake.
http://www.hintofsaffron.com/2009/10/08/masala-bhindi-masala-spiced-okra/
Okra!
There are a few different varieties of okra sold at the Austin farmers' markets. The most common variety is green, skinny, and about 3" to 6" long. The types I usually buy are from Hairston Creek Farm and Finca Pura Vida Farm, both at the Sunset Valley Famers' Market at Burger Center. Hairston sells organic okra that is especially small and delicious. Many vendors sell equally yummy okra, but my family has found Hairson's is some of the best for snacking and steaming. Finca Pura Vida sells a mix of burgundy and green okra, as well as a unique heirloom variety called Star of David. The burgundy and green varieties taste very similar to each other, although the burgundy is slightly less seedy and slimy, especially when raw. Once they are cooked, it is difficult to tell them apart because the burgundy turns green. I have never seen the Star of David variety sold anywhere but Finca Pura Vida and it has very distinct features from other types of okra. It is fatter, has bigger seeds, and, to me, it tastes slightly sweeter. It is especially good grilled, seasoned with olive oil, seasoning salt, and pepper.
http://incredibleseeds.ca/index.php?main_page=index&cPath=1_48
Burgundy Okra!
http://www.seedsavers.org/Details.aspx?itemNo=643
Star of David Okra!
If you want to read more about Finca Pura Vida Farm or okra in general, here are the sources I referenced:
http://www.fincapuravida.org/SeasonalVegatbles.html
http://www.livestrong.com/article/527624-nutrition-data-for-okra/