That’s why, I’m sorry to say, if you want a truly great, hot, crisp doughnut, chances are you’re going to have to make it yourself. Like anything involving deep-frying, D.I.Y. doughnuts are a bit of a project, but they’re less work than you might think. And once you’ve mastered the basic recipe — this one is for fluffy yeasted doughnuts, as opposed to the denser cake variety — you can geek out to your heart’s content on the glazes, toppings and fillings.
Happily the NYT article actually links to some recipes.
My aunt has a great recipe for sufganiyot, which are a sort of jam-filled Israeli yeast donut that’s traditionally made for Hannukah, at least by my aunt. I ought to ask her for it.