Being a former employee of Dunkin Donuts (note: FORMER), I know all about breakfast sandwiches. I frequently cook my own at home, which are WAY better than the processed crap you get in the drive-thru window. And it's pretty damn simple.
Pick a bread. I usually use english muffins. If I happen to have bagels around I'll use those. Any type works; even something sweet like cinnomen raisin works well because it compliments the taste of the egg and cheese. Toast your bread for a much tastier sandwich.
Cook an egg. I usually do mine over easy because I love the runny yolk in my sandwich. This is something Dunkin Donuts can not offer. Scrambled works well if you want something a little less messy.
Find a meat. You could just make an egg and cheese, but I prefer to beef up my sandwich just a bit. Generally I use deli ham because I always have it around. You can use sausage or bacon if you have it. Or get creative, and saute some peppers and onions instead.
Add the cheese. Do this right after you take the egg out of the pan, because the warm egg will help melt it. I usually use American (that's what Dunkins uses if you're interested) but anything works.
From eating so many breakfast sandwiches on my break, I've found that ketchup is really good on a breakfast sandwich. Also lots of pepper. I even used mayo sometimes. (Had to drown out the nastiness somehow.)
And now, I will tell you the ULTIMATE breakfast sandwich. The kind that will make your heart stop but your stomach say "YUM!". I was given this creation by a co-worker. It sounds kind of nasty but it will BLOW YOUR MIND.
You need a sausage patty (two if you're feeling really daring), cream cheese, and some bread. Personally I like it on a croissant. Bagels work well too. Slather each slice with cream cheese, then put the sausage in the middle and enjoy.