Best way to cook sausage without a grill?

Depends on the sausage for me I guess. For bratwurst I like to take them and pan sear them in a pan in some olive oil to get some color and marks on them, throw in some onions julienned saute them down, and then throw in some butter and a little beer to bring it all together. You could also throw in some potatoes with the onions and maybe a little chicken broth.

If it's pre-cooked sausage, I just cut them on a bias, get some color on them like above, finish with a little butter and call it a day.

I actually like them boiled, believe it or not. Learned it in Germany