Depends on the sausage, I believe:
A smooth, mild, herby Italian sausage is great on freshly toasted ciabatta with some mayonnaise and mustard.
A standard banger is best left to room temperature, then between slices of white bread with lashings of butter and a little red sauce.
A premium grade British sausage with anything other than Pork at its heart sould be enjoyed without sauce, on thick brown bloomer, with only enough butter to lubricate the palate.
A German sausage should be thrown in the bin, and start all over again.
I kid. German sausages are very nice, but not for eating in a sandwich. Best with some warm, freshly made potato salad, perhaps some boiled kraut, or perhaps some potatoes parmentier style or similar.