Hot dogs with chili, chicken, burgers, milk shakes and open till 3am on weekends; what more could you ask for? This is a really great place to grab a bite to eat after hours. I've eaten here at all times of day and night and the quality of the food remains consistent (i.e. the chili at 2am has yet to make me sick). The staff always seems friendly and 9 times out of 10 they'll get your order right.
If it's your first time visiting a Cook Out, I suggest skipping the drive thru and walking up the the window in order to familiarize yourself with the menu. The menu is large and I mean very large, along the lines of 140+ items. You'll get confused really quick if you try to just drive up and go through all the options in a matter of seconds. The exceptionally large menu also has a ton of milk shakes.
Note: They have weekly specials that aren't on the regular menu, be sure to look at the big board near the street to see what the specials are.