Heat about 2-3 inches of cooking oil in a large pot to 180 - 190 C (350 - 375 F).
While the oil is heating, use a large saucepan and add the water, butter, vanilla, and salt. When the butter has completely melted bring to a simmer then remove from heat and turn off the burner.
Stir in the flour into the butter mixture, add the eggs one at a time and mix well to fully incorporate the eggs into the batter. The batter will be thick, like peanut butter.
When the oil is hot, spoon the mixture into a pastry bag fitted with a large star or round tip. The star tip will give nice edges that crisp up but it not required.
Pipe some batter directly into the hot oil to make a long piece almost as wide as the pot, then cut the batter from the tip with a pair of shears. Do this 3-4 times but do not over crowd the pot.
The batter will puff up as it cooks, cook for just 2-4 minutes, turning once, until golden brown on both sides. Remove to paper towels to drain. Repeat for the rest of the batter.
Allow all the churros to cool until you can handle them. Place the sugar and cinnamon in a large zip lock bag and add a few churros to the bag, zip the bag and gently shake to coat them with the sugar mixture.
Serve as is or with whipped cream, chocolate sauce, or caramel sauce. Enjoy.