One of the best "fast" food places this whole area. "Fast" is the style, but not the speed. Most things are cooked to order (like the hot dogs) and take awhile.
I haven't had a Chicago Style Hot Dog this good anywhere else outside of Chicago. Although they don't have the poppyseed buns (very odd), they are still quite fantastic. And only two bucks!
In general, Windy City is priced competitively. I've had almost everything on their menu once. And it all ranges from good to great--except, oddly, their default hamburgers. The meat is fine but I don't like the way they dress it with only ketchup, mustard, and grilled onions. I will ask them to put lettuce, onion, and tomato with ketchup and mayo on it instead (traditional burger setup) and they are perfectly happy to do so--much better.
Side note: Also highly recommend the Veggie Pita. Awesome value for a great tasting non-meat alternative.