The Roast Grill is a Raleigh Tradition that opened over 60 years ago and almost nothing has changed since. It is a very small restaurant with a "Hot Weiners" sign out front and limited seating inside. You should stop by at least once to try the hot dogs for yourself. Their wall is covered with pictures of famous people who have eaten there and commented on how much they loved the food.
They don't have a menu because options are limited, but that's ok because most people just order a hot dog "all the way". Make sure to order a coke as well because they serve old fashioned coke that comes in bottles. Bottled coke has always tasted better than canned to me and is almost impossible to find.