This recipe is from the main site under Pizzeria Uno Style Pizza. It's very good. Make sure that you use fresh fennel seed (i.e. don't use a bottle that's been sitting around for a while). I also recommend that you grind your own pork. Grind up a whole Boston Butt (including the fat).
Italian Sausage (Chicago Style)
By David Aleksy
4 lbs. pork shoulder (or pre-ground from the grocery in a pinch)
4˝ tsp. salt
2 tsp. freshly ground black pepper
4˝ tsp. fennel seed
Red pepper to taste, about 1˝ tsp.
Grind pork and mix in spices. Do not sauté the sausage, as it hardens it. Try forming the sausage into 6-inch oblong loaves and microwave them on the defrost setting until the pink barely disappears. Let the loaves cool, then break them into bite sized chunks. Freeze and use as you desire.