Fry & get the best quality sausages you can.
George Foreman.
The amount of liquid crap that comes out of sausages (even reasonably good ones) cooked on a George Foreman is astonishing.
Always grill my bangers and NEVER barbecue then after the problem I had at my annual NATURIST BBQ where I tossed the vicars SAUSAGE by mistake on to the FIRE
Only buy good sausages - the thought of cheap sausages and the crap (sometimes literally) that's in them, turns my stomach.
For chipolatas, I'm happy to fry them, slowly. For the big snags, I do them in the oven, unless you fry them very,very slowly, they burn on the outside before the centre cooks. Unlike cuts, I tend to like my bangers well done.
Of course, never prick them, it lets more fat out and they end up being dry. 'pricking them is left over from the war when the water content was higher.