OK, let's talk differences and the historical popularity of King Cake.
IME, "traditional" King Cake is always dry. By this I mean the original braided-bread-ring-with-colored-sugar-on-it version that is now sold in almost all supermarkets and even convenience stores in South Louisiana. It is only glazed brioche with a bit of cinnamon in it; essentially cinnamon
bread (not to be confused with a cinnamon ROLL), and was meant to be eaten with cafe au lait. They were first sold with a baby inside at McKenzies Bakeries in New Orleans in the 1940's, and became a popular seasonal product at local bakeries after WW2. Ones that look like this are now very cheaply mass-produced, and you can usually buy the size that serves about 10 people for around $4.
The plain brioche version is indeed dull and rather dry, just like a slice of cold unbuttered cinnamon bread; and they had begun to fall out of favor everywhere but the older neighborhoods of New Orleans by the late 1970's. Around that time, someone at Haydels bakery in New Orleans decided that Danish pastry dough would probably sell better than brioche and switched over, and Gambinos bakery soon followed that innovation. Sometime soon after one of those shops decided that pie fillings inside might go over even better, and they racheted up the flavor and moistness of the pastry, while at the same time loading on more glaze and colored sugar, and the MODERN King Cake was born. (This all happened during my teen years, btw.) These bakeries in particular, and other local bakers as well, have a major rivalry in terms of coming up with the "best" king cakes. These days, a really good king cake large enough to share with a typical office will locally run you at least $12, and normally closer to $20. Shipped overnight out of state, they normally start around $40.
By the mid-1980's the revived popularity of the modern version of the King Cake was going gangbusters throughout South Louisiana; and other bakeries went to the filled versions, too. Most bakeries will sell about a dozen filled varieties. Based on what sells best, the most popular versions these days are probably apple, cream cheese, praline and lemon.
They can look VERY different, but most of them are the tricolored sugar-sprinkled versions with purple, green and gold sugar blotches on them.
The version that I linked from Domenica is an unusual-looking one, but like I said, I think it looks luscious, and it recently won the citywide KingCake bake-off in the nontraditional category. Also unusual-looking is the "Elvis" version from Cochon Butcher -- it is flavored with bananas, peanut butter, house-made BACON and marshmallow creme, and has a plastic pig inside:
http://www.google.com/imgres?imgurl...MoaUZWJKcTdqQHS-IGABw&ved=0CGEQ9QEwBg&dur=716 (Note about this one: at my first job outside Louisiana, back in 1985, I brought in home-baked cream cheese filled king cake on Mardi Gras. The guy who got the baby didn't do pastry, so he made a Sicilian cheesecake -- and wrote "ELVIS" across it! Again, nontraditional, but it was still very tasty, LOL!)
Sucre is by just about anyone's measure the most outstanding confectioner currently in business in New Orleans. Their version looks like it might have come from Outer Space, but I hear it is insanely tasty:
http://www.shopsucre.com/king-cakes/sucre-king-cake.html/ They decorate it with pearl icing using an airbrush.
Some of the better more traditional ones you might see are as follows (with shop name):
Haydels:
http://www.haydelbakery.com/product_images/King-of-Carnival--Traditional-~vo.jpg
Gambino's:
http://www.gambinos.com/shop/images/gambinos king cake.jpg
Randazzo's:
https://www.randazzokingcake.com/product_images/q/dscn1512__21720_thumb.jpg
La Dolce Nola:
http://www.ladolcenola.com/wordpress/wp-content/uploads/2011/12/King-Cake-1.jpg
Cake Cafe:
https://encrypted-tbn1.gstatic.com/...urmTMfUwfEtLJKo5bxvjkTfxTcXWHjarwJEq9DaYrfmJA (They won the TRADITIONAL prize in this year's bakeoff.)