I love the cookies at the Main Street Confectionary. They look so ordinary, but they're divine. The peanut butter ones have real chunks of PB cups!
Starring Rolls has the best cupcakes. I love the gingerbread cupcakes there during Christmas.
Boardwalk Bakery basically has the best artisan desserts - it has everything from crazy confections to twists on ordinary pastries. The chocolate/peanut butter/banana/bacon tart is AWESOME, as is the salted caramel.
The French bakery is very good as well. It's very fresh!