Ryanair fly to Alghero from Liverpool & East Midlands, Eayjet fly to Olbia & Cagliari from Luton/Gatwick (check which with EasyJet)
According to Edinburgh Airport, MyTravel fly to Alghero, but this information doesn't appear on MyTravel's own website.
Otherwise there are no direct flights to Sardinia from Scotland, but you could probably build yourself a connecting itinerary with one of the internet flight brokers, travelling via (say) Rome. Don't rely on building a connection using Ryanair or EasyJet unless you leave yourself plenty of time.