Mustard, relish, tomatoes, pickle, celery salt (if they have it, it's not very common, even here) and when I feel like it, hot peppers.
Ketchup doesn't go on a real Chicago hot dog.
I hate raw onions, yuck. I love a 'Maxwell Street' Polish though, it's a polish sausage with just mustard and a whole mound of grilled onions, delicious. I love brats too but not many places around here make them (McDonalds did for a while, but those were less cooked than their burgers
), I have to go to Wisconsin to get them.