Did you mean that you wanted to roll your own? Then Vinnie has you covered. Otherwise, I would keep it simple for the first time. Just buy a breakfast sausage chub (your favorite brand. Mine is Jimmy Dean Maple), unwrap it, toss it in the smoke, cook it until it hits 160-165 internal, slice and enjoy!
Since the sausage is pork, I usually use a fruit wood like apple, but any wood would work (except maybe mesquite).
Once you've mastered Fatty 101 then you can move on to Fatty 102 and roll the fatty in your favorite rub, or crushed crackers, or whatever feel right. Then your ready for Fatty 201. Take your basic fatty, faltten it out on a piece of plastic wrap or was paper and add the stuffing of your choice. Roll it back up, seal the seams well (especially if you have cheese inside) and cook as normal.
I would say that Fatty 301 is roll your own :-D. I've done a couple that way and they come out great, but the prepared sausage comes out so good that I don't do it often.
Having said that, here's a roll-your-own that I am going to try one day. If anyone tries it, let me know how it tastes (if its good make sure that you give me credit :-D)
Ronelle's Bratwurst Fatty
Take some store bought brats (about 6) and take off the skin. Combine all of the meat and flatten it out into a 8" x 8" rectangle. Near on end of the rectangle add some grilled onions (nicely caramelized) and some sauerkraut (optional). Roll to form a log and seal all of the edges. Cook at 225 degrees until the internal temp is 160 - 165 degrees.
