The best doughnuts in town these days are Lamar's. Winchell's is pretty good, too, but I think there are only satellite locations here, with the doughnuts themselves made up in Omaha. (Technically, the Lamar's we usually go to is a satellite location too, but they're made at their downtown Lincoln store. Both locations are usually sold out by lunchtime.)
I have no idea where the local Dunkin Donuts stores get their donuts from, perhaps Des Moines. (As I understand it, few, if any, Dunkin Donuts make donuts on site anymore.) Several of the grocery stores make donuts in-store, none of them are spectacularly yummy, though.
I've never understood the fascination with Krispy Kreme, the donuts are really only good when they're fresh, and then they're still too sweet for me. (And I'm a sugar hound.)
There are a couple of new bakeries that have opened up in the past year, but so far I haven't gotten to them early enough in the day to see what their best wares are like.
My wife like the raised glazed donuts, but I've always been more of a fan of 'cake doughnuts', the KAF donut muffins recipe is pretty good but makes way too many of them. I ought to see if it can be scaled it down to a quarter-batch some time.
A couple of years ago there was a vendor at the Sunday farmer's market close to us that had all sorts of interesting flavors, maple and bacon, for example. They haven't been there last season or this, maybe their in-store business is to the point where they don't need to go to the farmers markets.
.
