If you are really good at baking, and enjoy doing a lot of baking, you might want to think about going into the baking business. The most important thing to do before starting this up is to check your state and local laws about selling food. Some states such as Illinois want you to prepare all food that you will be selling in a commercial kitchen. You can turn your own kitchen into a commercial kitchen or you can look for businesses who might be willing to rent you their kitchen. Sometimes churches are willing to do this as their kitchen may sit empty during the week and it is a way for them to make a little extra money to put towards the church facilities as well.
You will most likely also need to get in touch with the Public Health Department as well to find out if you need any special licensing or inspections.
The next decision is how you are going to go about selling your baked goods. In my town we actually have a cupcake bakery. They specialize in cupcakes but also sell brownies, cookies and the most delicious coffee. They rent the facility and the commercial kitchen is right there. They also do cupcakes for weddings and special orders. If you aren't interested in running an actual bakery/cafe there are other options. Their is also a kiosk in our local mall that sells cupcakes exclusively. Upon talking with the attendant working their, I found out that they sell a whole lot of cupcakes everyday!
Another option would be to advertise your services on craigslist, newspaper or local businesses that you are available for dessert catering. Many times people have training sessions, parties, and other such events and don't need a full meal but they want to be able to serve a nice dessert to their attendees.
I found this ebook called Turning Cupcakes into Cash that helps you learn how to set up a business to sell your cupcakes. Although it is geared towards cupcakes, you could also use the methods described to sell other baked goods as well.