Serious Eats - seriouseats.com

It's not in nyc, but for my calories, the doughnuts in Woodbury, CT at Dottie's Diner (formerly known as Phillips) are the real deal. I was turned on to them by the "Road Food" folks. They are absolutely worth the trip - both chocolate frosted or cinnamon sugar. They are cake doughnuts. Fried to a nice deep mahogany and crisp, with a (somehow) creamy melt in your mouth quality. They use nice chocolate, too.