In all honesty, with the exceptions of BBQ, the Gumbo and Jambalaya down New Orleans way and a good catfish fry w/hushpuppies are about the only really great things about Southern cooking. I'd like to say otherwise, but there it is.
Personally, I'd like to refer you to two of the best desserts I've ever had. The first is "halo-halo" (pronounced "hah-low hah-low", Filipino for "mix-mix"). It's a mixture of shaved ice, ice cream (preferably ube), flan, evaporated milk, and a whole bunch of other stuff including sweet beans. There's quite a few Filipino restaurants in London, and this will be the signature dessert for most. What you're supposed to do, once it's served to you, is to mix it up by jabbing a spoon into it a few hundred times (I'm not sure if I'm exaggerating there) until it's a somewhat homogenous (if chunky) mixture...and it's truly delicious. Being an ice-cream fiend, I honestly can't think of any dessert I'd rather have than a good halo-halo. It's that good - at least to me.
The other is (warning: story time) the rice pudding at the hotel Rubens across from the Royal Mews, not far from Victoria Station in London. On our last day in London (which I dearly love), we dropped by the Rubens for a last meal before heading out to Heathrow. I saw rice pudding on the menu and decided to try that as my dessert. At the end of the meal, the waitress asked me what I thought of the rice pudding, and I told her it made me very sad.
She was frankly shocked until I explained that until then, my mother made the very best rice pudding on the planet, but now I've got to let her know that the Brits have outdone her, and that she would be inconsolable, and that the thought of having to tell all this to my mother was what made me very sad. Fortunately, the waitress cheered up when she realized how much I loved their rice pudding.
Oh, one more thing - I've never been much of one for squid...but the grilled squid at Bayley & Sage in Battersea was wonderful.