If your local market doesn't satisfy your ice cream cravings, check out Ecreamery, where you can create your own ice cream from 3 base mixes (gelato, classic and super premium), 99 flavors, and 99 mix-ins/toppings. Then you get to name your creation. This luxury does not come cheap: 4 pints (the smallest order) with a single flavor and a single mix-in will set you back around $52 (including shipping). You may not get props from Martha Stewart for pointing-and-clicking instead of making your own (it's not that hard), but your friends will surely be impressed when they sample your one-of-a-kind creation.
If custom desserts are your thing, make sure you check out Milk&Cookies Bakery, a small New York City bakery that offers a dozen freshly-baked custom cookies for $12. They are a CH favorite.