Pretzel Dog and Cheese, 'nuff said...
Seriously, get like 3 of them, eat one while drunkenly stumbling back to your hotel room, eat one when you wake up hungover and where'd that other one go?
Okay, eat two on your drunken walk home.
YUM!
No other pretzel dogs compare...maybe Annie's if you have one locally, but I don't and I never saw one in Vegas, so NY it is.