Sweet Willie asks:

"Where is the best place to eat one?"

As a New Yorker with many relatives in Philadelphia, I can attest to the fact that the answer to that question is a subject of much debate among true Philly junkfood addicts. Everybody has his favorite place, and almost all of them are very good.
I personally like Pat's in South Philly, although lately I have taken to going to another place on Oregon Avenue called Tony Luke's, partly because they have great sandwiches (after you've tried the cheesesteak, go next for the pork Italian) and partly because it's so convenient to both the Bridge from NJ and the hockey rink at the FU Center.
No matter what, it's hard to go wrong with a real Philly cheesesteak "fried and hot" (translation - with fried onions and hot peppers).