Thanks everyone. I found a great place a few weeks ago in north Scottsdale called Dickie’s Dogs located at E. Bell and 100th St. They claim to be "bringing a taste of Chicago to Phoenix". They serve Vienna Beef natural casing dogs and you can have your choice of charred or steamed. They have all the Chicago-style toppings, but also things like cheese and sauerkraut. I didn’t go Chicago style with the dog I ordered – I had it charred with mustard, onion and relish. Really, a very, very good dog – one of the best I have ever had, including from my 15 years in Connecticut. Anyone local should check it out – it is a little out of the way, but worth it. They also have italian beef and several other menu options.