My bandmates and I recently stumbled into Kennedy's on our way from Pittsburgh to Columbus. We went in to get coffee and came out with boxes of baked goods. Everything looked incredible, and as is not always the case with bakery items, everything tasted just as good if not better than it looked. It was by far the highlight of that drive. In fact, we loved it so much we rerouted to hit it a second time a few days later!
Pros: Amazing stuff at a very affordable price
Cons: It's in Cambridge, OH, and I live in Los Angeles, CA