El Güero Canelo, a no-frills Mexican joint on 12th Avenue, is widely considered the place to eat a Sonoran hot dog. The 'Sammy' (named after the founder Sammy Mejía) is a bacon-wrapped hot dog in a fluffy bolillo bun, loaded with pinto beans, fresh tomatoes, onions, mayo, mustard, jalapeño salsa and a green chili.
Order at the counter, find a plastic table outside, and watch the cars roll past on 12th. There are multiple locations now; the original is the south side. Cheap and excellent.