I have been on a quest for The Perfect French Dip since I was six. I've come close to finding it several times, but usually it's the bread that tanks the experience. To be honest, I'm really hoping I never reach the end of the quest, as it instantly solves the "what do I order" question for me at a new restaurant.
Second favorite is a gyro. Soooo good.
For cold? A homemade BLT with home-grown tomatoes and lettuce, thick-cut semicrisp bacon on homemade whole wheat bread is really hard to beat. I am also very partial to the Kip Curry sandwich at Panos (sandwich chain somewhat like Panera) in Belgium -- essentially a crusty French roll filled with curried chicken salad (without any sweet things in it --- just shredded chicken, curry mayonnaise, and maybe some diced onion or celery. No grapes, apples, or raisins need apply).
When I was a kid, I would also make a sandwich I'd read about in the Trixie Belden mystery novels. You take two pieces of whole wheat bread and spread both well with butter. Then put peanut butter, apricot jam, sliced banana and drizzled honey on and enjoy. It's sweet but delicious.
What about the Sandwich That Got Away? Once I was traveling in London and stopped to pick up a sandwich in the financial district. One of the men in front of me got a bacon-avocado sandwich. It was on a crusty roll and was about 1/4 inch of mayonnaise topped with a solid 2 inches of waves of crispy bacon, then topped with another 2 or three inches of ripe sliced and slightly crushed avocado, then another 1/4-inch layer of mayonnaise before the top roll. It looked like a heart attack just waiting to happen, and also delicious. I regret that I didn't try it on the spot. That chance is never going to come again.