The donuts are amazing and super-fattening of course, but then I guess you shouldn't be eating donuts if you are concerned with your weight.
I agree it is by far the best gyros in town, I am originally from Chicago and am used to the quality of gyros found all over Chicagoland, this is cut the same, same thickness, same style, the flavor is similar, but has it's own thing going on. Either way, that Parthenon in Madison is crap, people rave about it, what a joke, they have no clue what good gyros is, take a road trip and go eat at Hubs in Chicago, then you will know finally what great gyros is. In the meantime, if you are stuck in Madison, this is by far the best you will find, don't waste your money and calories elsewhere.
Falafel is good, has it's own unique recipe, works for me.
Tan Tan Chicken is very good too, highly spiced, which I like, although not spicy as far as heat is concerned. Comes with an awesome garlic dip, which I've only found in Los Angeles at Zankou Chicken, which by the way is the most incredible middle-eastern chicken ever. They even made a "Curb Your Enthusiasm" episode about it in 2011. If you get out to LA ever, you must go to Zankou and get the Chicken Tarna with the garlic dip, the hummus is also the best ever. Almost enough to make me want to move back to LA. In fact...
Anyway, People's Bakery is truly a gem in Madison, amongst all the questionable eateries, which some say are great, others say bad, this one is clearly a huge winner. And it is a real Mom & Pop, literally they made all the food for me, super friendly, down to Earth, real people who deserve to have your business. Go there now!
P.S. I also liked a bunch of other stuff there, the hummus, side dishes, veggie mezza, etc. Probably can't go wrong with anything there.