I'm hooked on the Malay donut which I discovered here in Malaysia. Called "kueh keria", these donuts are smaller and denser than a normal "Western" donut.
Made from mashed sweet potatoes and flour, these little buggers are deep-fried then rolled in thick sugar syrup which will crystalise into a sweet coating that complements the chewy donuts perfectly. Comparatively, a conventional donut is much lighter and covered with sugar crystals - totally different, texture-wise.
You can get "kueh keria" from virtually *any* Malay snack/sweet stall here in Kuala Lumpur. The best-known stall I'd heard about (but never been myself) is Haji Jalil's in Limbongan, a small Malay village near Malacca. This link's in Malay, but you can use Google Translate:
A comparison of "kueh keria" (right) with a conventional-sized donut in the pic below: