One word: macarons.
Perfectly chewy and sweet and large enough to fulfill your sweet tooth. Although pricey, the macarons here are well worth it. I come here to bring home a box every time I visit Vegas, and will continue to do so. I love the coffee macaron, and the pistachio is a close second. All other flavors are delicious as well.
The almond croissant is also yummy if you're feeling a little indulgent.