Tim Hayward wrote a piece on the best way to cook a sausgage on his Guardian blog: http://www.guardian..../nov/11/sausage
There is, to my mind, only one way to correctly cook a proper sausage. Take a deep frying pan and pour in enough oil to come half way up the sides. Slip in the sausages, bring the oily bath up to a temperature at which they barely simmer and hold them there. The intention is not to shallow fry the sausage but to lovingly poach it. The skin, remember, is impermeable to fat so none is going to leak in or out. The oil bath anoints the casing, keeping it supple so it is less inclined to split and the gentle cooking preserves all the juices inside the banger. This is not a speedy, slapdash process - at least half an hour is required for the full ritual - but at the end the sausage is firm, bursting with rich juices, lightly tanned and requiring only a brief wipe with a cloth before proudly serving forth.