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Grease a baking sheet.
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Sprinkle yeast onto lukewarm (about 115 degrees) water in a mixing bowl and stir to dissolve.
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Add sugar and salt and stir to dissolve.
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Add flour and knead dough (in bowl) until smooth and elastic.
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Cover and let rise at least 1/2 hour.
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Mix the bath of warm water and baking soda in a shallow bowl and stir often.
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Divide dough and roll into a long, thin rope, the thinner the better. 1/2" thick is great if you have the skill and patience. This gets easier with practice.
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Shape into a pretzel (make a u-shape, twist, then bring ends down to form shape), dip into water bath and place on greased baking sheet.
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Allow pretzels to rise again (I prefer to keep them covered during the rise).
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Bake in a preheated, 450 degree oven for about 8 minutes. Bake ONLY until JUST golden. If they are overcooked, they are tough.
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While they are baking, melt butter and whisk a little bit of honey into the butter (I use about a tablespoon for 4 pretzels but you can use whatever you prefer).
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When pretzels are almost done, brush each one with the butter/honey mixture and return to the oven for about a minute.
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You can sprinkle on cinnamon sugar just after brushing on the butter, or skip the honey and sprinkle with parmesan cheese, garlic salt, coarse salt, or whatever topping you like.
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These can also be made into tasty pretzel sticks.