I've been to a lot of doughnut shops in Vegas and have even tried the more 'creative' doughnut shops with fruit pebble this and peanut butter banana that, but I've had it! I'm sticking to the traditional shops that are a better value and actually get the basics right.
Kenny is the owner and makes all the doughnuts in his shop. It's been around since like 1980 or earlier and they sell out fast. They open at 3am and run out by like 1000 on some days I've been in there. If I have a hankering for doughnuts after leaving the club I'll look at my clock and realize they are finally open and get some on the way home.
All of them taste great and the cinnamon roll actually smells of cinnamon! Be forewarned they charge $0.75 for credit card transactions.