Across from Trader Joe's in Santa Monica (Pico and 30th), there's a French patissiere who makes great cakes/tarts. There's no shop per se, just the bakery, but they're open to the public. Just ring the bell and they'll let you in.
JIN PATISSERIE in Venice has PAYARD quality cakes and cookies on the westside. BOULE is also excellent with more selection, although not exactly on the westside. The west coast branch of CITY BAKERY is supposedly coming soon to the Brentwood Country Mart.