They are probably the worst chain to get a hot fresh donut at. If I HAD to go to a chain...I'd pick Dunkin Donuts.
http://www.dunkindonuts.com/
But the best donuts I have ever had are from local dives. There's a place in my hometown called Dan's Donuts that puts out their first batch every day around 2 am. We used to head over there late at night and grab a dozen or two when I was in high school/college. The place was affectionately called Dirty Dan's because it was a hole but the donuts were top notch. It's the only place the cops will go, so you know it's good.