Baking pecan sandies is a popular way of using up an excess of pecans. Martha Stewart has a recipe, Food Network has Elie Krieger's recipe available, and Smitten Kitchen does their's in squares. (Which is actually kind of cute.) Of course, All Recipes and Taste of Home have some pretty popular recipes as well. I think Bake or Break's pecan sandies look the most delicious, though. I had to resist licking the screen.
For those who are vegan, you could try the About.com recipe for vegan pecan sandies or the recipe from Two Cheap Vegans. The TCV recipe also uses whole wheat flour, if you're looking to incorporate that into your diet more often. There's also a gluten-free recipe that's almost vegan (it uses honey.)