Yeah, if I need bulk sausage (whether breakfast sausage, or Italian sausage), I end up making it myself. Which is why my husband doesn't get biscuits & gravy every weekend!
Look for pork mince, and if you have a choice, go for one that has more fat (i.e. the cheaper one). If you have a good butcher, you could try ordering some that's ~20% fat. If you're stuck with some that's very lean, add a little water, and mix it up by hand, and it should form ok patties, but it'll still be a bit drier/crumblier than you might want.
Then, just start adding spices. You can find copy-cat recipes for Jimmy Dean, or just season according to taste-- sage is key for breakfast sausage, and fennel for Italian.
Personally, I found that, even with a recipe, I had to pretty much double all the seasoning quantities (incl. salt) in order to get a good, full flavour.
Beyond that, if you're just looking for link sausage, my only advice is to read labels carefully. 'Premium' or 'Butcher's' don't mean anything; I don't buy anything that isn't at least 85% meat, and preferably over 90%. The Black Farmer sausages are pretty decent, and I can usually find bratwurst at Aldi, or in some Polish sections.