Some days I walk to Urumqi Road for breakfast. There's a ton of stands selling mostly anything one could ask for for a portable Chinese breakfast: fried dumplings, steamed buns, jian bing, Chinese donuts, roasted breads, fried breads. It's definitely a detour from work, so I only do it when I have a lot of time.
There are places I stop by for breakfast too, depending on time and motivation, but Urumqi is the destination with the most choices (and also the most photogenic).