For some reason that is unknown even to me, I like dipping my fries in McDonalds BBQ sauce. It's a shame that you can get BBQ sauce only when you order Chicken McNuggets.
added 3/8/02: I forgot to mention that I'm easy prey for cheese fries. Can't resist having shredded cheese melted on top of those fries (don't forget the bacon bits), and ranch dressing to dip it in.