I haven't been to Pink's in a few years. They have great dogs, and I would usually get one with chili and one setup some wacky way. Unique dog casings, with a lot of 'snap'.
Otherwise, love dogs on the grill with a bit of burn, and then mustard, relish, onions. Summer time in a bun.
Off tangent (but in family), try an Olympic Club style burger dog sometime. Form the burger meat into dog shape, grill, and place in bun. Very convenient.