They all sort of taste the same if you're getting the spongy yellow ones covered in the white goo. I prefer the ones from places that sell a lot of them, like Taipan on Canal. That way I know it hasn't been sitting there for too long. I also like the ones with the chestnut filling instead of the canned fruit cocktail stuff.
King Wah Bakery Inc.
25 E Broadway NY, 10002
If you’re new to New York City it may be very overwhelming, especially when you’re trying to pick a bakery in Chinatown. All may be good but over the years, I have fine-tuned my love for Chinese pastries. The result of my 2-year research leads me to King Wah Bakery Inc.
This is an old school traditional Hong Kong Style bakery, the shop offers egg custard, warm steam bum, pork buns, hotdog buns to mini Swiss cakes. The sweets are customary, and great I have yet to try the cakes, but I do think this is the best by far.
check it out.
http://www.cheapassfood.com/eats/show... (link for pictures)
I've got to second the King Wah recommendation, though I'm not sure that birthday cakes are their specialty. They do great buns (pork, vegetable, custard) and other pastries. I could eat three of their paper-wrapped sponge cakes and still finish off their raisin bread in one sitting. However, I don't know that I've ever even seen King Wah offer a birthday-style cake like you might find in Taipei or the other more commercial bakeries in Chinatown.