Try Black Forest Bakery in Lindenhurst on south Wellwood Avenue just north of John Street.
Not so sure about the plain donuts, but the jelly and custard are out of this world.
If you really want a treat go to Doughnut Plant in Manhattan.
The best donuts I have ever had.
You have to try
Peanut butter & Jelly donut
Creme Brulee (sp)
It is well worth the trip, not like dunkin