First Buy Your Sausage Machine
I suppose there are ways of making sausages without mechanical aids, but I'd hate to try it. The sausage machine does the mincing and provides a sort of inverted-funnel feeder to roll the casings onto, like a metre-long condom, so you can just gently massage the sausage out as the thick meaty filling pumps from the machine.

Then here's what you do:

Slaughter Your Sausage Beast
Or find a butcher to sell you the meat and sausage casings.
You'll want a nice tasty meat joint with plenty of fat; 15-20% ideally, or you'll have to add extra fat. Shoulder seems to be a recommended cut with extra fat added, but belly also works and will probably leave you with fat left over.
Natural sausage skins are obviously the best to use, choose a size that will fit over your sausage feeder mine seems to need a diameter of 35mm and make sure you have enough. There's bound to be a lot of casing wastage to start with, I got through over 2m for 1kg of meat.
If you're lucky you can get all this from the same butcher.

Prepare To Grind
Debone your meat and cut into small pieces removing any gristle and sinew or (very) excessive fat along the way. You need chunks that will comfortably feed into your sausage machine (about 1" cubes for mine). Cut up extra fat if required. You can render any spare fat to use for cooking your sausages.
Put the meat and all the removable parts of the sausage machine (except the feeder) into the freezer for a couple of hours to really chill - until it makes your hands hurt to handle it.
Meanwhile cut the casings into manageable lengths (about a metre I'd say) and rinse them in warm water. Flush water through them too (if they're too long at this stage you'll probably end up tying them in fat balloony knots!). Leave to soften in warm water for at least half an hour before using.
Mince or chop your flavour ingredients to the right size, unless you plan on grinding them too.

Sausagebots Assemble!
Put the machine back together with its frozen parts and grind the chilled meat. Mix in any chunky flavourings you'll be using if you want. Season and flavour the mince, trying not to let it get too warm as you mix them in thoroughly - I used a couple of spoons and a large bowl.
Fry samples of the mince to make sure you've got the balance right.
Now remove the cutting blades and perforated disk from the grinder, moisten the feeder and roll a length of casing onto the feeder straight from its bowl of warm water. Leave a few inches hanging from the end.
Start the grinder, push the meat back through and gently but steadily feed the casing out as it fills with mince, moistening the rolled-up skin on the feeder from time to time as necessary to keep it supple.

Do The Twist
Stop the machine once you've only got a few inches of casing left on the feeder as well as you can judge. Remember you'll need enough length to be able to tie it up. Squeeze out any air from either end of your sausage snake and tie knots in both ends (best not to tie up the starting end before filling or you'll just get an air bubble there). Now twist the snake up into sausages - squeeze the end of each link until it's narrow enough to twist, rolling one sausages one way then the next the other way four or five times. Hopefully you didn't fill the skins too firmly or it will be difficult to form links. Don't prick any air bubbles (you don't really want the skins to leak since keeping the juices inside is what effectively cooks the sausage)
Dry the sausages off a bit before packing them away in the fridge - I wrapped mine in muslin and they lasted a week with no obvious ill-effects. Of course you can always freeze them for later.

Eat The Meat
Once you've finally got your sausages made up you might as well treat them with the appropriate respect - cook them long and slowly up to their hips in fat render down any leftover belly pieces to cook them in until they turn beautifully golden and caramelised. Wait until they've started to cook properly before snipping the sausages apart with a pair of scissors. And don't you dare prick them! It might take as long as 20-30 minutes to get them right, but don't rush it.
Enjoy!

There are a number of tricks to learn - some of which I'm still nowhere near mastering:

• Firstly getting the casings on to the feeder is a nightmare, that requires rolling it up from a pot of warm water which keeps the casing supple. Rinse and soak the casings in warm water for a good half hour before you need to use them.
• Work with managable lengths of casing at a time or you'll never get the whole thing loaded onto the feeder.
• Don't try and use a casing narrower than your feeder or you'll never get it on - my butcher sold me a casing he describe as standard sized (he also referred to it as size 264 but he may have made that up), and it was about the thinnest I could imagine working with on my machine.
• Once the casing is rolled onto the feeder, don't let it dry out - so you need to use it quite quickly, and keep moistening it with warm water as you work to keep the casing supple and elastic.
• Chill everything thoroughly before grinding or feeding. This means the meat and the machine parts. This will make the mincing action much cleaner and reduce the amount clogging from soft fat and prevent mushing up the meat. You can leave the cut meat in the freezer for at least a couple of hours so it is well chilled.
• I don't know whether it's me, or the machine, or my technique, but filling the casings while grinding the meat resulted in a very over-ground filling. This might be solved by speeding up my feeding process, or, as I did, by mincing the meat through first, then taking out the cutter blades and disk and just running the mince back through straight into the casings. It makes it very much more difficult to control the rate of fill, but at least the filling isn't puréed.
  Plus this allows you to thoroughly mix the additional ingredients into the mince before filling the skins.
• If you underfill the casing then obviously your sausages will be limp and there'll be lots of empty sock to deal with.
• On the other hand if you overfill then there'll be regular splitting, which gets messy and irritating, and you won't have room left to twist the links in.
• It seems there's always going to be a lot of wastage, either from the filling which squidges out through the splits, or the last wedge of mince which remains in the guts of the machine. So plan on also making some burgers.

Here are some flavours I've tried to get you going, but there's a world of internet ideas out there, so live it up a little...

My butcher happened to have some wild boar belly for a pretty reasonable price too.
So I snatched it up.
I made these sausages using a wider skin than previously which worked just fine - they render down quite a bit anyway.

OK so I havent tried this yet, but I definitely fancy giving it a go - the combination worked pretty well in a rolled roast joint. I think you'd need a nice redcurrant jelly, port and mustard gravy to go with.

I wanted to make some sausages that evoked the season - Christmas trees and Christmas puddings.
I remembered having a tasty little schnapps whilst skiing in Austria that was very pine resin. Though the hotel owner claimed to make the stuff himself I found something online that sounded pretty close - a slim bottle of Zirbenz Stone Pine Liqueur, also from the Austrian alps. Duck seemed the ideal meat choice for these - close enough to turkey without being goose. I had heard that you could chop up the duck's skin and fat into the sausage instead of adding additional pork fat, so I tried that out on a small batch. Although it does work, the resulting sausages taste fine but are a little bit too dense - I'd stick with the pork.
When you peel away the duck skin you'll find it more-or-less impossible to separate a useful amount of fat, so add back about 20% pork belly fat.
I also used a couple of duck breasts to try out some sage and shallot flavoured sausages as a fallback, mincing a shallot and about a dozen sage leaves and adding them to the ground duck breasts. They were perfectly acceptable, but I preferred the Zirbenz and cranberry versions below. I considered chestnuts as another Christmassy possibility, but didn't get around to following that up. Maybe another year?
Incidentally it's quite wasteful grinding small quantities of meat, given how much mince gets lost in the parts of the machine, so now you have the perfect excuse to multiply up the quantities below and blow all your Christmas bonus on the ducks!

I served these up as a Christmas starter with quenelles de pommes dauphine and red onion marmalade, and they were very well received. Although I couldn't really say that once cooked they were even vaguely reminiscent of Christmas trees.
Pity.

I've fancied having a go at black pudding ever since I started making sausages; it seemed like the ultimate filling. Well, it was certainly fun to try, but I won't be doing it again.
My entire flat looks like a slaughterhouse, from the bathroom where I kept and strained out my bucket of blood on ice, to the kitchen where gouts of blood squirted up the walls from driving the pudding mixture through my sausage machine. Which leaked blood all over the floor, and into its own guts so I had to strip it apart to clean it all out afterwards. The cleanup was immense.
The whole effort took a day and a half, I suppose if you had a barn to work in and a wet-work area that you could simply hose down afterwards this might be worth another go, but I think I've seen all I need to!

Despite my initial concerns, the blood kept perfectly well sitting on ice for several days without coagulating. Which is handy - as I had to drive it around in the boot of my car for a day while I went to work. My butcher assures me he can store gallons of blood near zero degrees for five days without problems.

I used a large natural hog casing which my butcher referred to as runners. When filled it has a diameter of about 2".
Having read other people's experiences making naturally-cased puddings, I was extremely cautious about not over-boiling them to limit splitting. As a result my puddings were not as dark, well-cooked, nor dense as a butchers. Though some of that may have to do with the butcher being able to pack his mixture much more firmly into plastic sleeves than intestines. I think mine tasted just as good for all that; maybe better, and it's nice to be able to eat the crispy skin too, but they certainly don't last as long.
My butcher tells me they drop theirs into a large pot of boiling water, turn off the heat until the puddings have set then gently bring them back to simmer again. I quite liked my bain-marie approach for controllability, but if I were paid enough to do this again I'd definitely cook them hotter and for longer before considering them done.

I based my filling proportions on some of the many variations out there. Given the volume of blood I had available I decided to try a couple of novelty flavours in addition to regular. I really thought my chocolate pudding was genius, the apple was quite acceptable too, though it seemed to markedly extend the pudding cooking time. Go figure.
They certainly made for a fun dinner party course!

Incidentally, if you want to skip the whole messy, complicated, balloon-filling you can just pour the mixture into small loaf tins and bake at 180°C/350°F/Gas Mark 4 for an hour or until cooked. This works very effectively. You can cut these black pudding loaves into manageable sections and freeze them too. Just defrost, slice, then fry as normal.