The question is really one of personal taste. In Western countries, some of the best tasting desserts are also very decadent. They have a lot of sugar, fat, and carbs, but they are some of the most consumed. Various cakes, pies, cookies, and puddings of all sorts are favorites of the Western palate, but the country that is quite known for their culinary delights would be France.
However, worldwide a culinary adventurer might find that desserts might be sweet, culture and cultural palate can greatly influence what is considered tasty. For example, in Asian cultures, the desserts are lighter, smaller, and many of them have a lot of fruit. Furthermore, there is not as much sugar in the confection. In some Central and South American countries, chili (or some other hot pepper spice) is included in some of the desserts.
In fact, it is not uncommon to find chili mixed in with chocolate.
Finally, as food technology becomes more advanced, chefs are discovering very healthy ways to recreate favorite foods. Shitake mushrooms that can be refashioned to make sumptuous dessert bars and black beans that can take the place of flour are just two ways that desserts can be created for the sweet tooth in mind while not creating havoc on our digestive systems.