I will be talking only about the oyster mushrooms, as others will use somewhat different techniques. For substrate I use straw. Other agriculture wastes can also be used, even used coffee grounds, whether by themselves or mixed together. I use just plain old wheat straw. The straw as it comes from the bale is not suitable as substrate.
Some people wet the straw first and then use steam to pasteurize it.
The straw is placed into a large wire basket, then placed into a 55 gallon drum full of water that has been heated with a propane burner placed underneath. The basket is then raised to let the free water run off. After the straw has cooled, I hoist it, basket and all, into the rafters using a block and tackle. I have to backtrack at this point because the next step involves using a large amount of spawn. Spawn is equivalent to a potted tomato plant that is ready to be transplanted outside.