Voted "Best Sonoran Dogs" in Phoenix New Times Best of Phoenix, El Caprichoso Hot Dogs serves up delicious Sonoran-style dogs wrapped with bacon on steamy grilled buns and served with, beans, cotija cheese, guacamole, ketchup, salsa, grilled onions, and grilled peppers. Plain hot dogs are also available. Grab a cold Mexican Coca Cola, Jarritos, flavored water (agua sabor), or champurrado (Mexican Hot Chocolate). Find us on the west side of 35th Avenue just south of Thomas Road. We are located in Gorman's Plaza.