Baking sausages is possibly the easiest way since you won't face the problem of getting them evenly cooked which can occur when grilling or frying (especially if you place them on a rack, over a baking sheet, in the oven). Trying to turn sausages to the correct position under a grill, or in a frying pan, can be tricky - they always want to turn back to a different position!
However most of the sausage I eat are those which I've put into a casserole. Delicious!