Gourmet Hot Dogs you say? Here is a small restaurant/bar on the outskirts of downtown and the south side. I've been here a couple times and the hot dogs are decent. They do have turkey dog and vegan dog options which are nice.
The best thing about the place is the creativity of the hot dogs. The hot dogs themselves are decent, I wouldn't say they are must haves but the combinations with other toppings are pretty awesome. Also, a good place for some cheap beer. Unfortunately, it isn't a very big bar and it gets pretty loud in there. Still a cool place to check out if you haven't been there.
Capital Pub & Hot Dog