LaMar's makes the best donuts in Phoenix in my opinion. The red velvet donuts are wonderful and they make special donuts for different holidays that are also delicious.
I've always eaten the donuts to go, so can't speak to the experience of having coffee in the shop, but I would totally recommend Lamar's is a great place to pick up a dozen donuts for a meeting, the office, or a family breakfast.
Brenda at LaMar's makes the best donuts!