Years ago I moved from Wisconsin to Utah for work purposes, but you can't take Wisconsin out of the man, it seems - I started up a Brat Friday tradition, to make coworkers happy by clogging their arteries. I have become known as "the brat whisperer", and probably other more colorful names I'm not aware of. Anyhow, folks tell me that the results are good, and I've recently been asked about the process by several people. I think of it more as an art than a science, but for those who are curious, I'll jot down here some notes on my technique (if it can be called that).
Mark of a Wisconsinite #1: The bratwurst itself
It's hard to buy a bad pack of brats. When they're good they're great, and when they're bad, they're still pretty good. (Surely this applies to other things in life too, I leave that as an exercise for the reader.) Small sausage shops (even sausage-and-cheese-shops, or sausage-cheese-and-beer shops) are pretty easy to find in Wisconsin, but a bit more rare in Utah. I've had great luck with Colosimo's. (http://www.colosimosausage.com) Plenty of yummy flavors out there - Italian style, Polish, red wine, apple, but my default is always the original German style. Absent a mom-and-pop sausage shop, supermarket brands are fine too. If they have a deli, ask there first. But even the worst wurst can turn out very yummily.
Mark of a Wisconsinite #2: The beer
As far as I know, the proper thing to do with a brat is to boil it in beer to the point of being cooked before it ever approaches the grill, if indeed it ever does. Time and laziness, however, push me towards substitute behaviour for this step. What normally happens is I'll put fridge-temperature brats in a bowl, slice up a yellow onion into it, then dump in a couple beers. I've had great luck with Cutthroat, but I suspect any pale ale or other hops-heavy beer will have a similarly yummy effect. Any beer will do, but for soaking purposes I'd try not to go too light or too dark. I leave 'em in the beer+onion stew for a while, until the first wave of people get impatient. (Call it a sloppy 5 minutes, no penalty on either side.)
Hint of religion: Starting the grill
I'm not sure what the gospel according to Penduin would read like, (poorly, I'm guessing) but I'm pretty sure one of the cardinal rules would be that thou shalt open thine beer before starting thy grill. Ideally a propane grill would have a bottle opener that serves as its ignition switch. Mormon coworkers tend to overlook this step, but they shouldn't - a grillmaster without an open beer is ill-equipped. Not only is he not fully enjoying life, but he cannot immediately deal with flare-ups in proper, beer-smoke-generating fashion.
Spice of variety: Beans and onions
While the grill is warming up and burning off last week's grease, I'll throw on a pot of baked beans (top rack, give 'em time) and a tinfoil boat of onion slices stolen from the soaking bowl (bottom rack, get 'em tender). Bush's makes several flavors of aptly-named "grillin' beans", all of which are quite good, but a coworker of mine makes the best baked beans himself... they include little chunks of hamburger and bacon, and several types of beans. Anyway if you serve beans with your brats, cooking 'em in the smoky grill is highly recommended. To avoid burning the onions, double-up the foil and soak them in beer. This is another reason the grillmaster must be equipped with an open and non-empty beer at all times; the onions in this foil boat should never go dry, even if a leak springs.
Art of grilling: Meat hits iron
I'm a disciple of Hank Hill, at least when it comes to grilling. I keep the propane on pretty low, because a lazy, slow-cooked sausage is happier and yummier than one that's burnt outside and pink within. I've also used charcoal, which for me just meant moving everything around even more often. No matter the fuel, I'm very hands-on. I turn 'em over often and stand 'em up on their edges to try and darken them evenly all the way around.
Touch of planning: The pipeline
When the first pack of brats is out of the beer and onto the flames, the next pack goes in the bowl. I tend to cook for a decent crowd now, so this is usually a one-way assembly line. When there were fewer packs of brats feeding fewer people, I used to toss brats from the grill back in the drink a time or two before finishing them, operating on the principle that a hot brat will more readily absorb beery, oniony flavor than a cold one. In practice, this probably matters more with weaker/lighter beer. Beer with sufficient bite seems to give the brats enough flavor with just the one soak.
Trial of patience: When to say when
Slow cooked, a brat will be safe to eat for a good while before I call it "done". There's golden-brown, there's brown, but basically I like to call it good right around the time the first spots of black are showing up. I don't want to feed people a lump of charred carbon, but the very ends or the bits that have been over the hottest parts of the flame should be a little blackened, I think. If you try to unbend the sausage to fit it into a straight bun, it should split open.
Ultimate mark of a Wisconsinite: The cheese
Everybody has their own idea of optimal bratwurst garnishing. For me it's simple: put a nice slice of cheese on the bun (pepperjack and muenster are my current favorites) and let the brat melt it once it's wedged in there. I also like to experiment with various mustards; gotta love a good grainy brown mustard. Others like me to grill their bun for a minute first, or to pile on the beer-boiled onions, jalapeno slices, or of course sauerkraut. Some folks will spoon some baked beans right on there. Can't screw it up, really. I'll frown at someone for using ketchup, but I guess I can't really call it "wrong". For the experimental and/or indecisive, segmenting the brat with several different mustards or cheeses is to be encouraged, and rewarded with beer.
I think that's about it. I don't claim to be an expert in the preparation of bratwurst, but at the very least I've been able to fool some of the people some of the time. :^) If anyone actually reads this, post your own grilling stories and suggestions. For grilling is not about instructions and procedures, it's about chatting and sharing stories. And beer. ...Oh right and sausages. Tasty, tasty sausages.