I'm a big fan of cakey doughnuts (good for eating, great for dunking) and have found the cider doughnuts at the Breezy Hill Farm stand to be perfect. A bag of three reasonably sized doughnuts is $1.25. I've also frozen a batch and they heat up nicely in the toaster over.
If you like this kind of doughnut, and need a break from the Krispy Kreme sugar bomb or the gargantuan Donut Plant stuff, check it out.
The stand is definitely there on Sat., but I can't speak for other market days. Also, they sell a variety of baked stuff, but I've only tried the doughnuts.