Origin: Crème brûlée means 'burnt creme' in French. It first appeared     in Massialot's Cookbook in 1691 and became known as 'burnt     creme' in English in the early eighteenth century.
  What it is: It is a dessert consisting of a rich custard base topped with     a layer of hard caramel, created by burning sugar. It is usually     served cold in individual ramekins.
  Why it's good: The most fun part about eating this dessert is breaking     its caramelized top layer with your spoon!
  Best crème brûlée in NYC: Frederick's Downtown

  Origin: French verb souffler means to "blow up" or to "puff up."
  What it is: It is a light, fluffy, baked dish made with egg yolks and     beaten egg whites combined with various other ingredients. Every     soufflé is made up of two basic components: a base of flavored creme     or purée, beaten egg whites. The usual added ingredients include:     chocolate, cheese, bananas, and lemon.
  Why it's good: When it comes out of the oven, it should be puffed up     and fluffy (see: Sabrina). The center is usually soft and warm when     it's served and you can almost taste the flavored creme used as     a base.   
  Best chocolate soufflé in NYC: Sarabeth's

 Origin: In Italian, it's called torta di ricotta. The first recorded mention    of cheesecake was during Ancient Greek Olympic games in the    occidental world. Modern cheesecakes resemble cakes previously    used as offerings to Gods in Greek culture.
 What it is: It is a sweet, cheese-based dessert. The combination of its    crust and soft filling resembles custard based desserts, and this    places cheesecakes in the pie category.
 Why it's good: Ricotta cheesecakes tend to be softer and have more    creamy, cheesy flavor. They are also lighter and puffier than regular    cheesecakes.
 Best ricotta cheesecake in NYC: Veniero's

 Origin: It is also called "fairy cake."  The name "cup" cakes or    "measure" cakes is believed to have developed because of the use of    the practice of measuring the ingredients using a standard-sized    cup.
 What it is: Cupcakes are designed to serve one person and usually    decorated with frosting and sprinkles.
 Why it's good: It is frosted with vanilla creme cheese frosting and    drizzled in chocolate with red sprinkles around the edges. Crumbs    cupcakes are known for their large size and their Red Velvet    Cupcake is the "best" in the city when it comes to its sweet frosting    and soft texture.
 Best red velvet cupcake in NYC: Crumbs, Magnolia's Bakery

 Origin: Originated in Italy, where they are called "amaretto," the   English word for macaroon comes from the French macaron (or   maccarone). Macaroons are named after macaroni pasta for its same   color as almond macaroon.
 What it is: Cookies or confections or crosses between the two   depending on where they are made. They are a close relative of the   meringue.
 Why it's good: Their crusty tops are so much fun to bite into. Buying    them in different flavors will add colors to your cookie jar!
 Best macaroons in NYC: Payard, Bouchon

 Origin: Originated from Boston, the name "cacato" first appeared in    1896 Boston School Cooking Book, where it describes small molasses    cakes baked in tins.
 What it is: It is a small, rich, choclate, baked cake-slice. Brownies are    often served with hot milk or ice cream.
 Why it's good: Brownies are classic! They have always    been everyone's favorite dessert.
 Best brownies in NYC: My friend Allison's (freshly baked in Palladium    Residence Hall!)

* Sources: Wikipedia, Google Images

Chocolate crème brûlée served
with berries

Chocolate soufflé 

 
Red Velvet Cupcake at Crumbs

Macaroons in different flavors: Mango, Pistachio, Hazelnut, Chocolate, Strawberry, etc.