This one's not even close. The best donuts are at Sidecar Doughnuts & Coffee. Shit, they're probably the best donuts in California. Hand's down, these are Brode's Best.
What to order
It's not the prettiest donut on the rack, but you must try the "Butter & Salt" donut. If you can get a fresh one, congratulations, you are experiencing actual heaven.
I'm also a fan of the Maple Bacon donut. Just a simple combination done perfectly.
It ain't cheap, but it's worth it.