Do you boil your brats in beer and onions prior to grilling them? If so, you might want to try drinking that very same beer (okay, not THE same beer - that might taste bad ) in which you boiled the brats. The old rule applies: if you drink the "wine" you cook with, the pairing will likely be decent.
I think any beer would pair well with a brat, but probably NOT something too light (and nasty) like an American macro pilsner. Ick. Go for a nice Amber or Nut Brown Ale.
Wine, for me, isn't what a brat's beggin' for.