There are desserts and there are desserts. It depends on what KIND of dessert you're interested in. Certainly that is an option to purchase a dessert and take it home, since they want to eat dinner at home, if it's like a regular cake or cheesecake or something like that, but not so much a creme brulee or molten chocolate cake, etc.

As far as my favorite desserts, I love a classic creme brulee. Bistrot Caribes has a great one, as well as a chocolate molten lava cake. Le Cottage has a wonderful chocolate souffle. At LaVilla, they had a wonderful combination dessert which was a creme brulee, and a couple of other things that I can't remember now. In December we also had a really fun dessert at Temptation called the Flower Pot dessert. You can see a picture of it in my trip report, as well as some of the other desserts we enjoyed.

In general, many or most restaurants have their menus online, so if there is something in particular you are looking for in a dessert, you can see who might offer that particular dessert.