I know very few people in NYC, except for tourists, who eat dirty water dogs. Well, unless you're hungry and only have 2 bucks left in your pocket for a dog and a soda.
I still would go for the pretzel with mustard, though.
One of my favorite David Letterman jokes about NYC is that you can always tell it's Spring because all of the hot dog vendors change the water in their carts.
As far as making dogs at home, Hebrew National and Sabretts are what we buy. Nathan's on occasion.
And if you can find it, Batampte new sauerkraut is fantastic.
I prefer Philadelphia street pretzels. With mustard, of course. There probably isn't any significant difference, it is just what I ate as a child, so they have a sentimental draw.
I can't get Sabretts here, but I can get Hebrew National and Nathan's. I prefer Hebrew National, but I'm okay with Nathan's.
As for "dirty water dogs," they are another taste from my youth. It's like Wise chips vs Lay's, or Cheese Doodles vs Cheetoes... they really aren't different, but if you grew up with one of them, you have memories attached to them. When I am in "the city," a couple of dogs and a cream soda take me back in time.
If I look like a tourist eating them, I'm okay with that. It is MY eating experience.