Data plays a pivotal role in modern mobility research, and data labs have emerged as powerful platforms for promoting collaboration, innovation, and data sharing in the mobility sector. This paper presents a comprehensive methodology designed to plan and execute data labs in the mobility sector, along with its successful implementation within the EU-funded MobiDataLab project context. Central to the methodology is the identification of critical stakeholders, the precise delineation of objectives and challenges, ensuring alignment with genuine mobility issues. It staunchly adheres to a user-centric approach, actively engaging end-users, entrepreneurs, developers, researchers, start-ups, and SMEs with data expertise through a systematic, replicable strategy. Additionally, this paper seeks to introduce the technical infrastructure that was designed and deployed to facilitate these endeavors. The methodology emphasizes the establishment of robust data management systems, protocols, and privacy safeguards. Simultaneously, the methodology advocates for the promotion of interoperability standards and open data formats to facilitate seamless access to diverse data sources. Advanced open data catalogues and data enrichment processors, with anonymization features, further enhance data collaboration and privacy. Capacity-building initiatives enhance stakeholder skills, supported by an Open Knowledge Base for sharing best practices. The methodology's efficacy is finally illustrated through case studies which underscore the concrete benefits of data labs in advancing formal innovation and collaboration within the mobility sector.