Be careful when buying bean sprouts at a wet market. A gun (about 600 grams) would probably fill a medium-size pillowcase. Unless you're on a bean-sprout-only diet, this is probably more than you could eat before they went bad. Trust me: I did this once and learned from my mistake.
Bean sprouts are quite easy to grow - put the beans in a damp, dark environment and they'll sprout after a few days. But I can't imagine why anyone would bother to do this when they're so easy (and cheap) to buy. They can be grown from mung beans (the sprouts will have a green 'head') or soya beans (which will have a yellow tip). The best bean sprouts I've tasted were grown in Ipoh, Malaysia - they were relatively short and fat, but had a lovely, juicy crunch.
Bean-sprout dishes are more refined when the tip and the fine, hair-like thread at the base have been pinched off. It's tedious, but makes a big difference to the finished dish. Some wet-market vendors sell them 'topped and tailed' and it's worth paying the extra.
Several outbreaks of food-borne illnesses have been traced to bean sprouts, so they should be cooked (or at least blanched briefly) before eating. They taste better when cooked anyway - raw bean sprouts have a green, grassy flavour. They shouldn't be cooked too long or they become limp and soggy.
My favourite way to cook bean sprouts is with salted fish: the pungent preserved fish perks up the relative blandness of the sprouts. Heat a wok until very hot, add oil and, when that's hot, stir-fry halved garlic cloves, sliced ginger and salted fish (cut into 5mm cubes) until fragrant. Add bean sprouts, a sprinkling of salt and pepper, some soy sauce and a splash of water, then stir-fry over a high flame until the sprouts are slightly wilted. Drizzle with sesame oil before serving.
For a more substantial dish, marinate sliced beef for about 15 minutes in a mixture of soy sauce, rice wine, salt, sugar, white pepper, oil and a little cornstarch. Stir-fry sliced garlic and halved garlic cloves, then add the beef and cook over a high flame until it loses its pink colour. Remove the meat from the wok. Add the bean sprouts to the wok and a little salt, then stir-fry until wilted. Add the meat back to the wok and cook briefly before drizzling with sesame oil and serving.