You want the best donuts? Go to any little shop in L.A. or Orange County with a name like "Yum-Yum Tasty Donuts" and you'll get something wonderful.
Used to get these fantastic apple fritters from a place on Soquel Drive in Santa Cruz, but I don(u)t remember the name, and I was usually stoned when I went there, so that may not be a reliable accounting. Tunisian donut (or, properly, in this case, "doughnut") at
The Crepe Place is fantastic, though it's not your typical morning donut (and it, too, is in CA -- sorry, kids).