Every vegan donut that I've tried here was delicious. They are really filling and creatively decorated.
Just ask what donuts are vegan when you walk in -- sometimes they don't seem to be labeled very clearly, but the server always knows exactly which ones are vegan. I think there are usually at least 4 vegan ones daily. My favorite flavor so far is 'Nanner Split' (banana donut, chocolate and strawberry icing).
Also, try to get here earlier in the day. Their vegan donuts tend to be pretty popular, so often times they run out after 5 or 6pm. One time I came in to meet some friends and they were all out of vegan donuts, but as I was sitting there the chef came over and said he had made some vegan donuts just for us if we wanted any. So nice of him!
Beware of the 'Vegan Interrupted' donut (or something similarly named). It's a vegan donut base, but they put bacon on it.