Well...I love them with bacon and spicy mustard but for a healthier option (that I make regularly):
Clean, trim and halve the sprouts.
Heat oil in a skillet, add garlic (and pepper flakes if you want). After a minute, add brussels and saute until starting to brown. Add a little wine or stock or water to the pan (less than 1/2 a cup), cover and steam for a few minutes. Once tender, take off heat and add lemon juice or cider vinegar.
If you have a food processor (or a lot of time), you can shred the sprouts. You won't need to steam them, but you'll need to toss them a bit while cooking to cook them evenly.
Either way, the trick is lots of garlic, a little heat and a bit of acid.