Attached to the hip and historic First Avenue & 7th St. Entry, the Depot Tavern is an ideal place to get a pre-game beer and an even better place to get an anytime dog. There's the Stadium Brat, with sauerkraut and whole grain mustard, and the awesomely messy Chili Dog, with cheddar and scallions, but it's the Depot's Diamond Dog that makes it a top hot dog destination. If the Diamond Dog were a musical act, it would be Lady Gaga, dressed to dazzle. The quarter-pound tube steak is encased in a crusty bacon spiral that's been fused to the dog via a dip in the deep fryer. But its real innovation is its soft pretzel bun, which possesses the same leathery, salt-glazed crust and dense, chewy white flesh of those sold at street carts and concessions stands. At $9, it may be the most expensive dog in town, but it's well worth it.