I begin my bratwurst by cooking them in beer. Much like cooking with wine, use a beer that you would drink. Simmer the brats slowly- boiling will dry them out. Skim the foam off of the top as they cook.
When your grill is heated, cook the brats over a medium flame. They won't take long (1-2 minutes per side at the most) since they are already cooked through. The grilling is just for additional flavor and color.
Serve topped with onions, mustard or creamy horseradish.