I like Taiyaki. Taiyaki from Wakaba in Yotsuya and Ajisaki in Ikebukuro Seibu Department Store are my favorites. If you have a chance to visit Ajisaki, try matcha cream (Taiyaki made with matcha flavored dough with custard cream inside) and ogura cream cheese (red bean paste and cream cheese inside Taiyaki) They are the best!
If you wish to taste some western style dessert (such as cakes), hit Depachika, the basement floor of department stores. Cakes and sweets look very beautiful, like jewels! Take out those cakes and try some at your hotel.
I am not sure what you mean by dessert, but I really like Takano Fruits Parlor in Shinjuku. Not really classic Japanese sweets, but the use of seasonal fruits really makes every trip something different and special.