I picked up a 2 lb. bag of live mussels in the supermarket and this is the recipe that was on the package. I prepared it using beer (you could use wine or beer). I would even add lemon juice and maybe some red pepper flakes next time.
Rinse mussels in cold water and discard any broken or open mussels.
Saute onion, garlic, celery and bay leaf in the oil in a large saucepan over medium heat for 1 minute. (I think it needs a little more time to get the onion a bit cooked and I think some butter would also enhance the flavor.).
Add the mussels, wine (or beer), and cook for about 4-5 minutes (covered) until the mussels open. Shake the pot occasionally while cooking.
Serve in soup plates, garnished with lemon peel, parsley, broth and crusty bread for dipping.