Oh bread of heaven! I love hot, fluffy rosemary olive oil loaves freshly baked out of the oven. A bagel is nice too, I sometimes eat them with cinnamon and sugar sprinkled on top.
I used to love Brioche, buttermilk biscuits and croissants, especially croissants with milk chocolate swirled through it/pan au chocolate, but I'm now on the path to phasing dairy out of my diet, so I have to find other guilty pleasures.
If fried dough counts then I love me some glazed doughnuts or churros!