Homemade cake doughnuts with cinnamon sugar are the bomb, but if we're talking about something you get at a shop, I had a cherry fritter type of thing from Randy's in LA that was sublime.
Another Boston cream fan, as far as regular donuts go. I am already anticipating the packzi for Mardi Gras, which are my real favorite. Unfortunately you can’t get them year round, at least not here.