I've used Beluga lentils here, partly because I love the name, but mostly because I am very keen on these tiny, black spheres which, when slicked with oil, look like caviar. But do use the paler grey-green Italian Castelluccio lentils if you can get them, or indeed the slate-blue Puy lentils from France. The crucial thing here is that lentils be served on New Year's Day. In Italy, sausages and lentils are a traditional New Year's Day feast, as the lentils are supposed to resemble coins and therefore signal a year of prosperity ahead.
Recipe posted by Nigella