Honestly, I prefer the stuff Bangbang doesn't want to talk about. But, if it has to be a dog, then:
I don't really eat enough to be picky about the brand. I prefer mine grilled/flame-broiled. I'll eat them steamed or boiled. I really love Wolf-Brand canned chili (I know, I know, it's mystery meat, but I grew up eating the stuff, and love it for dogs) on top, with some shredde cheddar. Since we don't have any (other half never buys it, I don't have the cash to), I'll make do with some BBQ. When we have them at work, I'll usually get some sweet relish. I don't care about the bun, as long as it's soft.
We have several "Coney Island" restaurants here. The "usual" dog is coney sauce, chopped onions, and mustard. I'll eat them if I have no other option, as my other half, her mom, and the old boys are addicted to them, and buy them by the dozen.