I'm using a custom module to display sitemaps for the end user.
I use DNN's default SiteMap.aspx solution for my "raw xml" sitemap (which I submit to Google).
This solution has worked for me in the past, but I've never been thrilled with it--it just "works". My chief complaint is that there is no way to set page priority throughout your site--all pages show up with a priority of 0.8.
I've got this discussed here.
Thanks for the links, everyone who submitted them, I'm going to check out 3rd party solutions.