"How do I know when my sausage is cooked through? When I grill it, it gets really dry because I overcook it out of worry it won't be safe."
Once again, the best way to ensure that your meat—sausage, in this case—is cooked safely but not to the point where flavor and texture are compromised is to use an instant read meat thermometer. Place in lengthwise in the center of the sausage and cook to an internal temperature of 160-165 F. (If there is any poultry in the sausage, be sure to cook it to 165F; if it is beef and/or pork, 160F will suffice).
Recipe: Classic Sausage-and-Pepper Grill