I have the same problem with Italian sausage--when I cook them at home to put into a pasta dish, they're never as good as the sausages found at a good Italian restaurant. I often cook them in a George Foreman grill, but maybe that's not the way to go.
I think the problem there is not the preparation, but the sausages. Most good Italian restaurants are making their sausage from scratch, with their own recipe.