I am a fan of them all - Scottish, Lancashire, Midlands - I even recall having it in Europe but can't think where. A Scottish black pudding supper from the chippy can be a real treat.
I also remember a full English in Plymouth when I used to stay in a hotel down there, it included something I think may have been called Hog's pudding - very different to Black pudding but very nice indeed. But I may have dreamed it up entirely.
I also agree that you need to be careful with square sausage - a poor one can be awful but a quality one is superb. Best full Scottish breakfast is to be found at Anne & Billy's house - as my wife would say "you don't know whether to eat it or climb over it". Sadly we failed to make a dent in it