Japanese sweets and cakes are awesome.
If you are afraid to try the traditional ones, those made with rice and red beans, you can still try the "occidental" ones.
If you go to a department store food floor (usually basement floor), you will have a huge choice of patisseries and breads. Giotto and Kamakuraya are two of my favorites. They make wallet light and hips heavy but who cares, it is just soooo delicious. In autumn, you can try the mont blanc. With one spoon of it, you can diet the whole winter and not loose weight but it is just, oh, ecstatic?
Yo can also have a try to green powder tea scones (with whipped cream) or any other invention they have created, mixing Japanese and Occidental traditions into one absolutely gorgeous dessert.
Otherwise, I recommend that you go to family mart convenience store. They have very very nice sweets: vanilla crème, pumpkin creme brûlée, chou à la crème, roll cakes, all this available at all hour of day and night.
7/11 have them too but I think that quality is different. Family Mart wins.