Riviera Bakery has absolutely fantastic desserts!
My friend and I stopped in for a Cannoli, and of course ended up trying a plate of food. My favorite was the Sicilian Iris, which is a golden brown fried dough ball stuffed with ricotta and other cheese. The exterior was crunchy with a fluffy dough and creamy rich center. Best dessert I've had in Little Italy.
My friends Cannoli was great as well. The two creams were actually very similar, but the cannoli was not as good. The prices were very reasonable $3-5 each. The Sicilian Iris is double the size of Cannoli so you get more for your $$.
Pros: Taste, price, atmosphere
Cons: Can get crowded