There is a shop on Minzu Road (kittycorner to Sol Hotel) in Hsinchu called Dolci Ricordi Gelato. The young owner trained with an Italian gelato master and is doing amazing things with local ingredients (fruits especially). I visited 7 times in 3 days when I was in Hsinchu last June, when it had first opened. Quality easily as good as anything you'll find in Italy.
There are a few here on my site
Though I have yet to add the more recent entries.
Hsin Chu....sorry never really went during this trip, but my brother in law picked up some killer "pudding cakes" for us, located fairly close or within the Hsin Chu high speed rail station. Their standard flavor is great, as is the chocolate. It's a company called Chun Sun, and their website is http://www.chunsun-cake.com/home.html
Here are some pix of the product:
Tastes better than it looks, makes for a great snack or even breakfast.