My favorite string cheese is currently one I just tried:
Frigo Cheese Heads Original String. Here's the barcode: 041716840887.
Anyway, it has that nice squeaky/rubbery feel on my teeth and that nice taste peculiar to cheese curds. However, despite the texture, it's quite soft, and interesting. I don't require it to be soft to be a favorite, but it doesn't make it worse in this case, and it would probably melt more easily.
Maybe I'll stuff peppers with string cheese and roast them, this year! That would be awesome.
To open them, you need to find the split opening at the top (which I apparently failed to do on my first one) and pull the sides apart.