Nitrogylcerine are used sublingually because:

(Terminates First pass metabolism): Ref: 489-KDT, 463-BB (524-KDT 6th)* Organic nitrates are lipid soluble well absorbed from buccal mucosa, intestines and skin, all except isosorbide mononitrate undergo extensive but variable first pass metabolism in liver* Nitrates absorbed from the gut, however, are subject to extensive first pass metabolilsm in the liver, as is shown by the substantially larger doses required by that route over sublingual application (this also explains why swallowing a sublingual tablets of glyceryl trinitrate terminates its effects) They are first dinitrated and then conjugated with glucuronic acid. The tVi periods vary, but for glycerol trinitrate it is 1 - 4 minutes.