The most memorable item I've had from Cake World is their Tres Leches cake. Oh my goodness, it's super good and this is coming from somebody who shouldn't be having dairy - the pain is worth it! I've also tried their Chocolate Mousse cake which was pretty and yummy. But the Tres Leches is where it's at.
They have Danishes, doughnuts, Conchas, turnovers and other baked goods. Guava turnovers and pineapple turnovers are good here too.
I normally get a half-sheet of Tres Leches cake and have it decorated. Depending on the complexity of the design, they need at least 5-hr notice for custom cakes.