For me, it doesn't get any better than a fresh, warm apple cider doughnut at any of the local orchards. These guys have some cider in them and are coated in cinnamon and sugar. There is nothing better after a crisp fall day of picking apples.
Before they (mostly) went bust, a nice glazed Krispy Kreme right off the conveyor belt was always good too. I have never had Tim Horton's (they haven't made it this far south) but the next time I go north, I think I need to make it my mission to try some of their doughnuts.