We're in a similar position. It depends very much on the variety of apple. So far we've had Worcesters and Discoveries, being the early varieties. They need a day or two after picking to mature, then they're ready to eat. They don't keep at all well, so if that's the sort of thing you're picking, you can only eat them fresh or perhaps lightly cook them in the microwave, chill them, and eat them for breakfast with yoghurt or cereal.
The expected surplus of later apples can again be lightly cooked and then frozen, or wrapped in newspaper and stored. Depending on variety, some will keep until after Christmas.
It's at this point that one appreciates the good keeping qualities of Cox and related varieties!