
How do you ask me? A sealed container is your best bet. Resealable bags do take up less space, but donuts usually come with toppings, and such bags often lead to messes. If you have regular (not even glazed) doughnuts, you can take them with you, but if not, it's better to use a container.
Now let's talk about whether you should refrigerate your doughnuts. The short answer is that if your doughnut is creamy, or has a dairy topping or icing, you should keep it in the refrigerator. Otherwise, it can be kept at room temperature.