Piroshky on Madison is a little cafe/piroshky place on, well, Madison. The owner is very nice and the coffee and piroshkies are very good, although they don't have very many veggie options. Everything is made fresh, which is AMAZING. If you're looking for a pastry, try the ricotta and cranberry thing is lovely.
If you buy a coffee in the morning, you get a free cookie if they aren't out yet which are very tasty. They're kind of like mini, slightly fluffy snickerdoodles.
They also give out stamp card, which is nice. But you have to get two: one for piroshkies and one for coffee.

-Rikki