Almost everyone I know insists that you should start with the 'jammy' side, to prevent the jam squirting out all over the place. Being one of life's rebels , (James Dean, eat ya' heart out baby!), I like to start at the other side, so that I get left with the lovely taste of the jam in my mouth when I've finished the doughnut.
I consider this question to be at least as important as the much-discussed one about which way the loo roll should hang, so what do you all think?