Brussels itself has a great public transport system, with buses and trams supplementing the underground metro service, and these are cheap and frequent, indeed you can buy a daily pass that allows you to make unlimited trips throughout the city.
Late at night, taxis are the best way to get back to your hotel after a night on the tiles, although these can be quite expensive.
If you are planning to leave the city, and travel to some of the surrounding places such as Ghent, then hiring a car is recommended. This can be done reasonably cheaply, and makes traveling along Belgium's excellent roads very easy.