Kauai and Kona Malassadas
Tex's in Kona near Kamuela (Waimea) area is really good. I'd even get plain and bring my own guava jam. They have strawberry filled whic are also good.
In Kauai in the Kukui Grove shopping mall the bakery in the mall (it's the only one) Cinnamon's has alot of cheap tasty treats. I like their custard Malasada's (not pudding -like at Tex's). Also they have cascaron which are deep fried balls of dough (made with some mochi flour) and drizzed with syrup. The apple turnovers are only good if you get them warm. Haupia pie is good as well if they have it.
Starting with Kauai, Mrs. Wineguy and I did seek out the "Kauai Bakery & Cinnamon's" as it is called. We found the Malasadas to be just OK. They only had the plain sugar type available and were heavier than others we've had. We also found another bakery in Puhi called Hanalima Baking Co. We got there a little on the late side and all they had were Taro Malasadas. These were pretty good, with a dark exterior and purple interior. Very light and interesting.
We had better luck on the Big Island...We had been to Tex's Drive-In before and loved their Malasadas. This time was also very good. We tried Plain sugar coated, Bavarian Cream filled, Chocolate Cream filled and Strawberry filled. Personally I like the Plain the best, Mrs. Wineguy prefers the Bavarian Cream. Another plus at Tex's is that they serve their Malasadas warm.
Also on the Big Island we came across a small roadside bakery called Chris's Bakery near Kealakekua. Their Malasadas rival Tex's as well as the esteemed Leonard's (also a favorite) on Oahu. They are only available in one flavor (granulated sugar) and are light and fluffy inside with a slightly crisp exterior and greasless. These little pillows seemed to have a touch of lemon or orange peel in the dough. Absolutely amazing and ridiculously cheap! 45 cents each or 6 for $2. Oh, and they serve them hot!