I seldom ever make it up to the Denver/Littleton/Westminster/Boulder area, so I can't speak to those areas.
The Donut Mill off of Hwy 24 in Woodland Park has the most amazing doughnuts of any place I've ever been. I've never eaten any of their sticky buns or cinnimon rolls, but they sell 10"-12" cinnimon rolls!
Their Bear Claws and turnovers, etc. are bigger than my hand (I have large hands too!). The flavor of their products is fantastic and their prices are very reasonable (given the high cost of doughnuts and such these days). They also sell breakfast burritos which meet the same level of taste/price/value as the rest of their products. My buddies and I like to stop by and get something from them on our way up to ice fish at 11 Mile or Antero. Great stuff!