Note: Hard to find, but in the Venetian Casino underneath the stairway before you enter the Casino! If they have any left... their cheesecake is the best, comes in a cute little individual sized cup-- super creamy and not the baked kind. Stop by for a little sweet-- they have croissants, peanut brittle, macarons (yummy and a great selection!), their signature bouchon brownies and madelines among others.
Prices weren't too bad if you don't get a macaron, they had HUGE cupcakes for only $3.50-- really, compared to some places that i've seen this is quite a steal. The were seriously HUGE! Macarons were about $4.00 each I think!