Lucibello's is a great pastry shop in New Haven, well worth a trip from the suburbs. During Lent, in time for St. Joseph's Day (March 19), they make yummy zeppole, which are filled with either chocolate or vanilla creme or ricotta filling. A must, every springtime without fail! Their cannoli Siciliani (ricotta filling) are as good as any I've had in Italy. And their sfogliatelle (some people call them clam shells) taste just like the ones I enjoyed in Sorrento last year.
Just one correction on Liz W's review - Lucibello's is NOT the pastry shop located next to Pepe's Pizza - that shop is called Libby's. Although Libby's has a sit-down section, Lucibello's does not. Lucibello's is not open later at night, as Libby's is. Lucibello's is closed on Tuesdays.
Nothing against Libby's, I'd go there in a pinch - but given a choice, I'd choose Lucibello's every single time. Just take one step into that shop - well, that must be what Heaven smells like!