Winchell's is wonderful little neighborhood bakery that's been in business as long as I (and my parents) can remember. They offer a huge selection of baked goods, but their specialty is donuts. Their cake donuts are fried to perfection every morning, and are incredibly cheap. You can usually get 2 for $1, and sometimes there's an even better promotion going on, meaning you can bring a baker's dozen to the office for less than the cost of 1/2 dozen from one of the chain competitors. The bakers here are clean and take pride in their work. Make sure you stop in early as the donuts sell fast.