I really ought to try one of the street vendors in DC. I've heard good things.
Best hotdogs are Nieman Ranch, pan roasted in a cast iron skillet. Hebrew National also make excellent hotdogs. Only go with Kosher hotdogs, otherwise you get all the chopped up organs, rectums, lips, etc. of the animal. Kosher dogs only use quality cuts of meat from the animal.
I find that grilling hotdogs makes them split and crack and lose all their juiciness and a good portion of their flavor. I'll still do that for a group bbq, since weenies on a grill is a time-tested crowd pleaser, but it's not my first choice of methods to cook them. In Germany, the street vendors fry the hotdogs in shallow oil. Nom nom nom nom
For bratwursts, I smoke them at low, indirect heat (250-275F) for 3 hours. I put beer, onion, and sausage in the water pan over the charcoal. A subtle flavor is imparted from these ingredients, but it's the smoke that makes them divine. I can't wait for warm weather and bbq season to start!!!