Caveat #1:
Diners should be in top physical condition or have recently checked their cholesterol and blood sugar levels before chowing down. Philly can be quite phattening...
Caveat #2:
Philadelphians have a language all their own when it comes to food. Don't worry - I've included instructions for certain items to make sure that you order your grub correctly. Pay attention; you could be refused service if you aren't wid' it.
Soft Pretzels - [Pronounced - 'sof·pressle]

The Philly Soft Pretzel is best when it is bought warm from a street vendor. For me, I take mine with a thick ring of spicy mustard tracing the outline of the pretzel. Some argue that the dirtier the hand of the seller, the better the pretzel. For those individuals I recommend purchasing pretzels one of Philly's many thru-ways where the vendors come to your car window, exhaust-soaked bag in hand. Pick up a paper bag of 3 pretzels for $1 (unless the price has gone up due to the main ingredient - gasoline fumes) and sink your teeth into chewy, salty bliss.
Water Ice - [Pronounced - ′wood·er ice]

Water Ice is similar to the Italian Ice found throughout the east coast, except less hairy and definately smoother... It's a well known fact that none of yous guys in Philly talks good, so you gots ta say "wooder" if ya' wanna be understood. For a trick to learning our pronunciation, read this sentance out loud,
"This ice is more wood than 'dem chairs. It's wooder ice."
Water Ice is an incredibly refreshing icey treat, and locals know to ask for a spoon and a straw when you pay. Some prefer to start with the spoon and end with the straw, but the true connoisseur knows how to manage both instruments simultaneously, thereby preventing accelerated melt-down.
Water Ice season goes from late April to Mid-September (October in some places). While the most popular flavors are cherry, lemon and watermelon, flavors like chocolate, mango, and cola are also regularly found.
Cheese Steaks

Achuuuhckkk. That's the sound of my heart stopping and I didn't even eat the cheesesteak, I just looked at it.
Cheesesteaks exemplify the phrase "it's so bad it's good". Piled high on an Italian roll - preferably Amoroso's - are a hott mess of finely chopped steak and a variety of toppings including fried onions, pepers, mushrooms, and of course, cheese.
Ordering a cheesesteak is an art in and of itself. To be taken seriously, you must know what you want before you order. Do you want onions or not? Do you want Cheez Wiz, American, Provolone or Swiss? If you know before you go, you'll be eating one of these babies in no time, as they are cooked up as fast you can say "Call an ambulence, I think I'm having a heart attack!"
For a guide on ordering, see this picture taken at Pat's, one of several famous steak joints in Philly:

My order: American Wit and lots of napkins!
Hoagies

Yes, we call them hoagies. Get over it. There's nothing funny about these sandwiches other than the name; they are some serious eats. Hoagies are piled high with your choice of deli meats, tuna, and cheese, and topped off with lettuce, tomatoes and onions. Hots or Sweets (pepers) can be added to suit your taste bud, as well as oregano, salt, black pepper, and olive oil.
Hoagies can be confused for subs or heros, as their known in other areas. But never, ever call a hoagie a "sub" to his face. At most, you can ask for a "grinder", which means that it's put under the broiler to melt the cheese and toast the roll. Six inch, foot long, or 3-footer - they're all delicious!

That's it for our culinary tour of Philly. Of course, there are many more fine foods in Philadelphia, and even health snobs can be satiated. But no matter what your diet, try at least one of the foods above or your visit to the City of Brotherly Love is not complete.