It's possible to visit London without eating a good sausage, but it's not a good idea. Bangers are a good old fashioned London, well, Enland kind of thing. The Sunday Fryup is gaining in popularity, though it is not quite as big a deal in London as it is in the States. A proper Sunday fryup has to have a good solid banger and a nice tomato-Happygrub has a good recipe.
The Indepence published a list of the Ten Best Sausages a couple of years ago-the winner? Tesco Finest Pork and Stilton-hmm, a sausage with blue cheese. I've had similar sausages, but never one with actual Stilton. Sounds like that's worth a try. Richard Woodall's Waberthwaite Cumberland sausage also makes the list-you just have to have a Cumberland sausage.
Sausage Fans has a list of 53 spots to get sausage in London.
Wilson Meats lists such items as Wild Boar and Cider Sausages, Venison Sausages, and North African Sausages.
The Ginger Pig has a great website, with a Hog Blog, Recipes, and information about their London Shops.
A. A. Fisher is at the top of the list and their famous sausages are made on site - right in front of your eyes. Not really sure about that bit, but at least you know what's going into it.
Biggles Gourmet Sausages has a nice website-I like the flying pig myself. There are three ranges of sausages. Traditional like Honey & Lemon Pork, Lincolnshire Pork, and Bailey's Irish Beef. Continental includes items like Toulouse, Green Orange, and Apple & Stilton. The Specialty Range features all kinds of wonderful sausages such as Venison, Wild Boar, and Pork & Chestnut.
William Rose The Butcher is a great name, isn't it? They are also big on being Organic and Traditional Free Range. Fowls such as Pigeons, Grouse, Widgeon, and Teal. Meats such as Sirloin, Force rib, Aitch bone of beef, and Wiltshire cured ham. And of course, homemade sausage, black pudding & Haggis.
Mrs O'Keeffes Sausages is another great name with another long list of great sausages. Cancun Salsa Sausage sounds kind of interesting. They also have all the Regional Sausages you would expect from a London Sausage Shop-like Prince of Wales Leek, Tewkesbury Beef & Horseradish, and O'Grady's Porker.
London and Sausages go well together-be sure to check out one of the many fine Butcher Shops while you are there.