I would have to go with any hot dog, done with Cincinnati chili, described in BK's notes. -- your basic Cincinnati Coney, dog, mustard, bun onions, Cincinnati-style chili, shredded cheese Though there are several variations and brands in Cincy, the difference between them is pretty much a toss-up, all are good.
Other than that, I'm not really into unusual or exotic hot dogs...I've seen those fancy dogs on the Food Channel piled with strange oddities that, frankly, look unappetizing to me. Simplicity if the key, a nice plump hot dog, warm bun, mustard, diced onions, a good pickle relish. And I don't always need the relish.
Though they are not especially brilliant, I've always enjoyed Dodger Dogs. But like John G, this has to do with the setting. A hot dog is de rigeur at a baseball game. Nothing else will do. Aside from baseball games, I rarely order a hotdog at a restaurant or deli.