L'Avenue de Gaulle is SoHO, Fifth Avenue, Greenwich Village united. Basically, most of the shopping and nightlife occurs on the avenue. Most restaurants, most shops, local art shops, art galleries... You cant miss it.
I know to great places to buy "niniches".
Manuel is the most famous one (currently in reparation). It is at the end of La Baule main avenue: avenue du General de Gaule and a few meters from the beach. Its a La Baule institution, selling great pastry and obviously the "niniches" are the stars.
Pierrot gourmant is also making incredible niniche. Less show off and well known than Manuel but truely has its charm. Its not precisely in La Baule but in Le Poulinguen, a charming port at the end of the La Baule bay. Its on the port and sells great niniches.
What to buy: The niniche is a pastry. Its a kind of chupa chups made of fruit falvored pasta.
Hard to describe. You have to try it.
Thinking about it, I dont know anyone who does not like it (and Iam not working for them).
What to pay: I dont remember exactly but think a niniche is around 1€.