Myself, I like homemade chili & mustard only. I'm from NC and when you order it all the way here you'll get chili, slaw (bbq or reg), raw onions, and mustard.
Where I grew up, we ate hot dogs with hot dog sauce, which is kind of like chili but (a) no beans, (b) finer ground beef and slow-cooked to where it almost looks like a spaghetti sauce, but not as "tomatoey." That's still my favorite kind of hot dog, but can't find them that way around here.
Close second is a Cincinnati cheese coney, made with Skyline or Gold Star Chili. Cincinnati chili is interesting stuff--cinnamon, cloves and other spices, but not sweet. Great with shredded sharp cheddar on top.
Until this post I had never heard of putting it on a regular hot dog, only sausage/brat. That is why I ask what others put on them. I wonder if that is a regional thing or just my sheltered life.
slaw, saurkraut, tomatoes, pickles, lettuce would have not been something I would have even thought of for hot dogs.