The Hungarian Pastry Shop in New York is my favorite pastry shop in the U.S. While in the city last week taking in The Gates I stopped by with a friend to try some of their goodies. We had some poppy seed strudel, a chocolate pyramid, a lemon petit-four (they have that in three other flavors as well) and a rum ball. They were all very good, but the rum ball was especially amazing.
This is a very pleasant coffee shop. You order at the counter, go find a seat and a few minutes later the drinks and pastries are brought to your table. They have free refills on coffee and hot water, which is all self-served close to the counter. The space is a bit dark, but this does not seem to deter many many people from reading and studying there for hours.
I wish we had a pastry shop like this in my area.