I love Great Buns Bakery. This place is literally a giant bakery warehouse where you can get cinnamon rolls, pastries, bagels, bread, pies, cookies, and more! The prices are very reasonable; for example, I pay only $1.49 for a huge cinnamon roll that takes me 2 breakfasts to eat.
The only bummer about this bakery is that they don't carry donuts, but they more than make up for it with their variety in other baked goods.
Tip: Take cash unless you plan on spending more than $5 (which is the minimum for credit card purchases).