I know it's not exactly in the parks, but we have been known to nip out to Boardwalk from World Showcase to nab a lump of crumb cake from the bakery there.
And as for in the park... it has to be funnel cake! I love that stuff, can't get it here in the UK, so I always have one at EPCOT and another at Blizzard Beach when we go.
Mmmmm.... Calorific....