A classic combo improved dramatically by taking just a few minutes to mix up your own homemade relish--to which you can add chopped hot peppers for a kick, if you like.
Preheat grill to medium-high heat. In a small bowl, stir together pickles, peppers, onion, mustard, sugar, vinegar and celery seed; set relish aside. Grill sausages, turning occasionally, until golden brown and hot throughout, about 10 minutes. Pile lettuce or cabbage onto hot dog buns, top with sausages and relish and serve.