There are lots of things that are good on hot dogs, pretty much all listed here. Personally, I don't think ketchup belongs anywhere near one(and I love ketchup).

I agree that Sonic makes a very good chili dog. Best I've had eat-out.
Wienerschnizel chili dogs are not shabby either if you order the all-beef dog.
The bun is paramount. It MUST be white, light, soft, and steamy. Costco buns are too big and dense for example, and others are worse.
My all time favorite eat-out hot dog is the Vienna Beef dog at ORD, served exactly as shown in the picture, but minus the relish.
I generally prefer plain yellow mustard on hot dogs, and reserve the specialty mustards for brats, polish, hot links, etc.