what`s the best way to cook them?
I like steaming them
I use a metal rack in a pot with a inch of water
Sabrett's and Nathan's should be cooked in a frying pan with a shallow layer of water and simmered. It's a plus if you can get the Sabrett's spicy cooked onions to go along with 'em.
Nuking most hotdogs is good enough (tastes about the same as steaming, with less fuss). Grilling the larger ones (Ball Park, et al, along with most sausages) is good as well.