I love any frank with a natural casing especially if it's all beef. We have a brand up here called Pearl that makes franks that are just as good or better than Nathan's, Sabrett or Hebrew National.
1) Chips
2) I used to use only ketchup until just recently when I discovered spicy brown mustard, now I put both on my franks.
3) Rolls, preferably heated or even better lightly grilled or fried.
I have a few pet peeves about hot dogs though, like the famous Chicago Style Hot Dog, where people get bent out of shape if you put ketchup on it because it supposedly overshadows the dog's flavor, but they think it's perfectly okay to dump a dozen vegetables on top of it. Vienna Beef Char Dogs are among the best I've ever had, but I can't stand all the extras Chicagoans seem to love (same thing goes with their deep dish "pizza").