Methods of preparing polycrystalline aluminum nitride materials that have high density, high purity, and favorable surface morphology are disclosed. The methods generally comprises pressing aluminum nitride powders to form a slug, sintering the slug to form a sintered, polycrystalline aluminum nitride boule, and optionally shaping the boule and/or polishing at least a portion of the boule to provide a finished substrate. The sintered, polycrystalline aluminum nitride materials beneficially are prepared without the use of any sintering aid or binder, and the formed materials exhibit excellent density, AlN purity, and surface morphology.