The Cock in Hemingford Grey (Cambridgeshire) serves amazingly good sausages. We ate there last night - I had asparagus with lemon hollandaise for starters, then the "Boathouse" sausages (pork with nutmeg, ginger, and some other stuff I think) served with red wine sauce and garlic mash. Cor it was nice, some of the best sausages I've had in a long time. Recommended. Apparently the other sausages were good too...
Other sources of good sausages: S&M Cafe in London (not quite as gourmetish but a nice atmosphere and a good selection), and Lucy/Gen/Meredith's house when they made their own gourmet sausages that time.