Cannoli in Austin
I'm not sure if they still have them, but Dolce Vita in Hyde Park had the best cannoli available in Austin. Which isn't saying much, I know. (I grew up outside of Boston and still think the cannoli from the North End are the best in the world.) At least they filled them to order so they were never soggy. If you called ahead they might just sell you a dozen to go.
Frank & Angie's Pizza on 5th and West has excellent cannoli. (Not *quite* as good as Stella Pastry in SF, which is my gold standard for cannoli, but pretty darn tasty all the same.) Unfortunately, if you get them to go, they pack them in styrofoam clamshells rather than in those cool pink boxes like in "The Sopranos" and "The Godfather," but life is just like that sometimes.