I found this recipe here, and I didn't change it. On a side note, these do not taste as good if saved for later. Only fry a few at a time. What you don't fry immediately, store the dough in the fridge for later.
http://www.kosherdelight.com/Sufganiot.htm

* 2 tbsp or packages dry yeast
* 4 tbsp sugar and sugar for rolling
* 3/4 cup lukewarm milk or water
* 2½ cups all-purpose flour
* 2 egg yolks
* Pinch of salt
* 1 tsp cinnamon
* 1½ tbsp softened butte or margarine, at room temperature
* Vegetable oil for deep frying
* Plum, strawberry, or apricot preserves

DIRECTIONS:

1. Dissolve the yeast and 2 tablespoons sugar in the milk or water. let sit 10 minutes.
2. Sift the flour. Place it on a board and make a well in the center. Add the yeast mixture, the egg yolks, salt, cinnamon, and the remaining sugar. Knead well. Work the butter or margarine and knead until the dough is elastic.
3. Cover and let rise overnight in the refrigerator.
4. Sprinkle flour on the board. Roll the dough out to 1/8 inch. Cut out with a glass into rounds about 2 inches in diameter.
5. With your hand form into a ball. Insert a teaspoon of jam; cover with another round.
6. Cover and let rise 15 minutes more.
7. Pour 2 inches of oil into a heavy pot and heat to 375 degrees F.
8. Drop the doughnuts in the oil, 4-5 at a time, turning when brown. Drain on paper towels.
9. Roll in granulated sugar and serve. you can make a larger Sufganiot if you like. What ever you decide, eat them immediately!