Las Delicias has become my favorite spot for sweet treats. They have a surprising variety of pastries, cookies and other amazingly addictive items (like the fried, sugar-coated doughnuts that are cut in half and filled sandwich-style with vanilla custard). Their prices are excellent - you can get a bag of goodies for under $5 - and their staff is always friendly. I think their French pastries are just as yummy as those from any other bakery in Charlotte (yes, I just compared them to Amelie's - don't hate me).
Plus they have churro cake. Churro. Cake. It's a giant cake with its sides completely covered in churros, and it's the most beautiful thing I've ever seen.
Be sure to bring cash unless you plan on spending more than $10.