Short Leash Dogs are the best Hot Dogs in Town. If you are in downtown Phoenix on a Friday afternoon, you should head over to Short Leash and try one of their awesome Hot Dogs. My favorite hot dog is the Bear; it has peanut butter, cracker jacks, smoked Gouda, bacon and BBQ Sauce on the Hot Dog. Or you can create your own masterpiece with your choice of these 20+ toppings!