Dark chocolate and desserts made with gelatin (favorite: coconut milk + stevia + coconut sugar). I eat fruit as well. If I want ice cream I get a small size of something good and high quality.
When I first went primal I baked a lot of "paleo treats" but decided that trying to make a decent choco chip cookie is really not worth the trouble and basically weaned myself off of traditional desserts and the concept that I must have some semblance of bread/pancake/etc in my life. Now I occasionally eat treats that are mostly primal (like ice cream and dark choco) and maybe eat gluten free goods once every 2-3 months.