Beer, they are usually prepared in a manner somewhat similar to this recipe:

Moules Marinières
serves 4

extra virgin olive oil
1 shallot, finely chopped
3 cloves garlic, finely chopped
1 cup dry white wine
3 pounds live mussels, rinsed and debearded just before cooking
handful of chopped fresh parsley
black pepper

Warm the olive oil in a large stockpot over medium low heat.
Sauté the shallot and garlic until translucent.
Add the wine and boil until reduced slightly.
Add the mussels, cover, and cook, shaking the pan occasionally, until the mussels open, then cook for an additional minute.
Remove from the heat, evenly divide the mussels among 4 shallow soup bowls, sprinkle with parsley and black pepper, and pour the cooking juices over all.
Serve immediately.