Im not very experienced at buying brats, but I love eating them :)
I recently went to Schaller & Weber and asked for 4 Brats. I was given many options...cooked, uncooked, smoked, etc. In looking at the Schaller & Weber website, they suggest that both cooked and uncooked sausage can be prepared in the same manner...by placing them in a pan of water and simmering for 5 to 10 minutes.
So, given that the preparation is the same, what reason is there to choose cooked vs. uncooked or smoked? Im guessing smoked has a different flavor, but you get my point.