For my birthday I always get an almond cake with marzipan, and it's difficult to get much better than that. But that's made by my Mum, so the exact specifications might be different if someone else were to have one. The same with almond macaroons.
Other than that, fruit crumbles and pies are always good, and things like treacle sponge and sticky toffee pudding. Proper stodgy solid puddings rather than weak and feeble ice-cream or cream-based things.
Also, most Indian restaurants just have crappy ice-cream puddings, but occasionally some do proper puddings like
gulab jamun. And they're pretty good. Unfortunately you normally just get a couple of small pieces (is gulab jamuns a valid plural?), which isn't really enough (puddings generally in restaurants are too small), and people think you're weird if you order two puddings! But interestingly enough, at CO:Bris last year when we went to Za Za Bazaar for the meal afterwards they had gulab jamuns, and because it was an all-you-can-eat buffet, I managed to get myself to within one gulab jamun of type two diabetes. That was pretty good.