Come to "El Güero Canelo" if you're in southern Arizona. It's a Tucson institution where you can get the best "Sonoran/Mexican hot dogs" north of the border...
But what's a Sonoran hot dog? It's a wiener wrapped in bacon(!), served atop beans in a bolillo roll, topped with tomatoes, mustard, mayo, onions, and green chiles. That is, if you get it "con todo"—with everything. Some say these were invented in the city of Hermosillo, about a half-day's drive south of Tucson, in the mid-20th century. They're hard to find in most of the U.S.
A tamarind soda washes it down nicely, and at "El Güero Canelo" you can get all the salsa, pico de gallo, roasted jalapeños, and grilled green onions you can eat to go with it!
(Tacos and burros—not "burritos"—also are available, as well as "caramelos," the Sonoran term for quesadillas with meat.)
For more info: elguerocanelo.com