St Honore Pastries is another one of those places that if I'm ever nearby I have to make a visit. They have a wide selection of individual size cakes, buns, and other nibbly things almost all less than $1, usually .70-.90 a piece. 

My personal favorite is the "cupcake" which looks like it's baked in a flower pot, it has a very eggy taste and a light and fluffy texture. The snowman cake, already mentioned by kathy t. is kind of really cute so I got one last time and it was pretty tasty. 

They also have a fairly large drink menu so if you're looking for a durian shake, or something more appetizing, this is the place to get it.