I live in New York, which has some good bakeries.

Two down the street from me (so I don't know how if I'd go out of my way ) that I love:

Amy's Bread
Little Pie Company (their sour cream apple pie is incredible!)

In addition, Bruno's in the Village (2 locations - Italian bakery) is one I definitely DO go out of my way for.

Some more random locations
In N. Andover, MA is Smollak's Farm. They have the most amazing bakery shop, and even though my husband's family no longer lives there, it's definitely worth going out of the way. Lovely fresh muffins and donuts -- a great way to start a morning!

In Minnetonka, MN, I can't miss It Takes the Cake, a jewish bakery. I have never been able to find challah as good as the challah there even in NY. They've just introduced a chocolate chip version that makes amazing French toast. They also made my wedding cake, which was good amazing despite the fact that I don't even LIKE cake.