Here's a $0.35 recommendation for cookie lovers in Cary. Roma's Italian Deli (Chatham and Harrison) has a cookie they call a "butterball". You might know it as a wedding cookie or some other name. Ground up nuts and flour coated with powdered sugar. Theirs is absolutely spectacular and literally melts in your mouth.
This is one of the cheapest indulgencies around. Check it out if you're in the area.