I buy lose mushrooms and keep them in the fridge in the paper bag I buy them in.
If you buy them in those plastic tubs covered with clingfilm transfer them to a brown paper bag.They stay fresher longer.
I do the same as shaney. Thats why the supermarkets have the strong paper bags by the side of the loose mushrooms, because the plastic/polythene ones make them go slimy. If you don't use the ones supplied, (mushrooms in plastic tray), then as shaney says a brown bag is ideal.
I take the clingfilm off the tray, tip out the mushrooms and put two pieces of kitchen roll in the bottom, and put the mushrooms back. Put the tray in a small plastic carrier bag wrapped loosely with some air over the top and put back in the fridge. Seems to keep for 4 - 6 days that way