I always have protein with breakfast, lunch, and dinner. I also try to have some protein in my late afternoon/pre-dinner snack. For breakfast I have non-fat yogurt (20g of protein), for lunch I usually have 2 to 4 oz of a lean meat, and for dinner I usually have 3 to 6 oz of a lean meat. For my snack, sometimes I have eggs or canned tuna or salmon.
And I would never have a doughnut for breakfast. I try to keep breakfast under 200 calories. A doughnut is close to half my calories for the entire day (not to mention the blood sugar issues that Robin mentions)!
That is just never going to work in my calorie plan. Like Pat, when I'm traveling to business conferences, I bring my own low cal energy bars and fruit for breakfast so that I don't have to eat the breakfast pastries.