I've recently gone on a search for vegan baked goodies and other sweets in the Madison area. Here are a few of my finds. Please add yours!
Daisy's cupcakery on the east side does vegan cupcakes. I had a chocolate frosting on chocolate cake. They are kind of new at it (four weeks ago I asked but they were working on it), and I'm not sure if they have them every day or just for special order. It was good, moist, and the frosting tasted great. It just melted a bit in the hot weather.
David Bacco has a couple of chocolates as well as a couple of bars that are vegan. The apricot maripan is great and I would recommend it even if I wasn't vegan.
My best finds have been at grocery stores.
Willy Street Coop makes a few notable items. The mint grasshopper browner is pretty good--but a bit dry. If I wasn't vegan I would probably go for the real thing. They sometimes have cookies and scones. I would pass on these--unless you're really needing a muffin/cookie/scone fix. I would not recommend their cakes. They also stock a few chocolate bars that are tasty.
Whole Foods has a great selection--and has become my new go-to for vegan baked goods. All the Chicago Diner cakes are great--moist, tasty. Something I would eat vegan or not.
They also carry East Side Bakery (Milwaukee) which has fabulous pecan fingers (again--I would eat if not vegan). And my newest find is the Whole Foods cookies--the double chocolate is great, really moist, and a good overall cookie.
Metcalfe's also carries East Side but a different selection. The East Side Bakery 3 berry bar is pretty amazing! Love it! It's like a berry crumble. And the apple pie is not bad either. I would totally pass on the fruit dumplings.
I've been told that a number of the cafes on State street carry vegan baked goods, but I haven't done much exploring there.