Weaver St Market in Carrboro used to have excellent scones. Make sure you try the original ones with raisins. In general their baked goods used to be the best (except for Rue Cler's breads). Is that still the case?
Note: Rue Cler's breads are only available at 1 pm (or a bit later) and they close at 3.
Rue Cler Restaurant
401 E Chapel Hill St, Durham, NC 27701