In the bowl of a stand mixer combine the warm water, sugar, and yeast. Let it sit for 5 minutes, and it should start to bubble at this point.
Add the flour, salt, and oil into the mixer. With a dough attachment, knead on medium speed for about 6 minutes (until the dough pulls away from the bowl).
Spray a large bowl with non-stick baking spray. Form the dough into a ball and put it in the bowl. Cover with plastic wrap, and allow the dough to rise for about 45 minutes, or until it has doubled in size.
Preheat your oven to 450 degrees F.
Uncover your dough and punch it down a few times.
Prepare a cookie sheet with parchment paper on it. Set aside.
Prepare an oiled work surface. Divide the dough into 6 equal portions and roll each out to an 18 inches long rope.
Grab the ends of each dough rope to make a U shape, then twist into a pretzel shape. (See photos for explanation)
Once the pretzels are formed, let them rise covered for an additional 10 minutes.
Meanwhile, put 6 cups of water into a pot and dissolve the 2 tablespoons of baking soda into the water and bring to a rolling boil.
Carefully drop the pretzels, one at a time, into the pot. Each should sink a little then rise up. Wait 30 seconds, then lift out using a slotted spoon and place each onto the cookie sheet. While still wet, sprinkle liberally with cinnamon sugar.
Bake for about 14 minutes or until golden brown.