Wings over Worcester has the best wings I've had (same goes for all my friends too).
You HAVE to try the blackened cajun wings. Those are the BEST.
As for hot dogs - Annies hotdogs in Leicester has the best ones (I think better than Coney Island).
Try the BBQ hotdogs there - you'll be hooked.
For donut shops - My wife and I are hooked on Honey Dew in the Greendale section of town. Its normal honey dew stuff - but you actually get very friendly service there. You just dont see that anywhere anymore.