Japan loves donuts. They're everywhere! From Krispy Kreme, to Mister Donut, to combini donuts. In true Japanese fashion they have taken a foreign food, mastered it and mass produced it. Donuts in Japan are so good I would rather eat a donut from 7-11 in Japan than your typical donut joint in the US. Maybe that's not saying much...
Seriously though in my opinion the Japanese take after the French when it comes to pastries. The flavor of Japanese pastries and donuts is sophisticated. You can taste the ingredients without being overwhelmed by sugar and salt. It's something the American's have lost sight of. Or did we ever really have a mastery of pastries?
My favorite Japanese donuts are the Old Fashioned Chocolate, simple, inexpensive and delicious. I'd recommend starting out with one of these before moving onto the more advanced Nama Creme Filled or Ponda Ring/Mochi Ring.