You gotta do it. First, it's tradition. Second, it's really good! The key to Cafe du Monde is eating the beignets immediately. Get them to go, so they're served in a bag, and then open said bag right away and eat them on the spot. Watch yourself -- they are extremely hot. There's nothing like the sight of opening that bag and seeing a mountain of white sugar powder hiding the little golden pillows. Dare you to eat just one. Also awesome is the coffee. The slightly burnt taste of the chickory is really pleasing with the sweet of the beignets. Cafe au lait iced is the way to go.
When visiting New Orleans, you must stop into Cafe DuMonde. The coffee and beignets are out of this world. Seating can be cramped at times. So, if you'd rather not mess with it, get your order to go and find some place in the beautiful French Quarter to sit and enjoy. Word of advice: When you go to take a bite of your beignet, hold your breath. Don't breathe in because you'll choke on all the powdered sugar and don't breathe out because you'll cover whoever is there with you in powdered sugar. No matter what happens, savor the flavor and enjoy!
Cafe Du Monde is in perhaps the best part of New Orleans. A few blocks away from the party strip of Bourbon Street which tends to get smelly and crowded, Cafe Du Monde is a great open air cafe with some of the best beignets you can ask for. The coffee is pretty good as well. Overall, a great experience for a reasonable price. Tables are a bit messy so know before you go that this is no 5 star cafe. Also, due to its popularity, Cafe Du Monde is a little crowded and table space is hard to get sometimes.