The best place is Italian and spendy -
Belle Tramonto, tucked back off of S. Sixth.
Thai Orchid, on Main is pretty good. I haven't tried the new Asian fusion sushi place on Main yet, so I can't say either way.
My favorite coffee is at Daily Grind, on Main in downtown, but the strongest is probably Dutch Brothers, which I think of as "espresso in gallon jugs for people who would really rather drink regular strong coffee." Quackenbush Coffee and Human Bean (several locations) are pretty good, too.
For breakfast and lunch, the Mermaid Cafe on Main (open only for lunch) has good salad, soups and wraps, and the cafe on the opposite side of the street, a couple doors down from Daily Grind (Main Street Bakery, maybe?) has good breakfast and lunch. The Klamath Grill, also on Main, has great sourdough pancakes - it's the small-town cafe/diner of the 50s and 60s, pretty much, down to the regulars and the great mis-matched coffee cups. The best breakfast and lunch is probably Nibbley's, in a two-story strip-mall over on Washburn.
Best Mexican would be Los Potrillos, on Washburn by Fred Meyer. Jalapeno's is a pretty good taco shack (stores on 6th by Home Depot and over on Washburn somewhere, I think). There are a couple other places I've been meaning to try and haven't - there's a taco shack in a converted house, also near Home Depot that looks prety good, but we keep going to Jalapeno's.
Mr. B's on 6th is a pretty good traditional steak house, but they have other things as well.
The two microbreweries (The Creamery and Mia and Pia's) make good beer, including hefeweizen, IPAs, amber ales and stouts. Unfortunately, the food at Mia and Pias does not live up to the beer. The Creamery is standard pub grub - burgers, chicken, a few pasta dishes.
I've eaten at maybe 5-6 pizza places and the best is probably Abbey's Legendary (by the DMV off of 6th and up by OIT/hospital), but I think that's only okay. Either I just haven't found the good place yet, or we could really use a good pizza.
As far as fish - there are no fish houses (this is a small town, and not all that close to the ocean or any port), and anything you find is likely to be fried.
Donuts and chocolate - can't help you there. I don't eat donuts, and my chocolate of choice is ice cream. For milkshakes, though, try the new Blondies over on S. 6th (should open up in the new location soon).