What kind of baking do you want? Breads, or pastries, or cakes, or pies?
Western style breads beyond baguettes and a simple white/brown loaf can be hard to find in Taipei. I haven't found dark breads that I really like, but Carrefour (a French owned grocery chain) has started carrying some decent sour dough/French loaf style. The Breeze Centre and City Super, near Zhongxiao Fuxing, have some higher end bakeries that carry decent breads as well. There's a German pub in Tienmu, Wendels, that has a shop attached - I don't know the quality, though.
If you can find a good sourdough rye or pumpernickle that is neither fluffy nor sweet and doesn't contain raisins, red beans or walnuts, please let me know!
I'm not going to Taipei until January, so I cannot be of service. And it does not seem like a lot of Taipei residents or travellers post here (my questions have gone sadly unanswered). But, I have found a couple of good foodie resources that include bakeries - best of luck!