I agree with you regarding HDJ. I remember going there the first time wondering what all the fuss was about. I learned later that this place is a local landmark with a lot of history behind it. On subsequent visits, I found the dogs to be decent, but unremarkable.
Without a doubt, Costco is the best hot dog deal going. A quarter lb Hebrew National dog (simmerred in water) with the fixins and a large soda with free refills. For $1.50! $3.00 and you’re stuffed.