I like the Gregg's rolls, although they are a little greasy. Coopland's are quite good too. The best quality sausage rolls come from the local butcher's shops. I think the best overall value are the Co-op ones - £1.90 for a pack of six. Really tasty and not greasy. The Morrison's Deli sausage rolls and cheese and onion rolls are also not to be sniffed at, especially early evening when they're 30p for four!
All bad for one's waistline but good for the soul.