In terms of "western desserts," baklava is one that really tops my list. I get crazy over the crunchy layers of phyllo and spiced nuts. I love how the bottom layers get soaked with a mixture of sweet and buttery syrup, along with the spices used in the nuts.
Looking at baklava, it seems like somewhat of an intimating dessert. Actually though, it's just about layering the phyllo dough with butter and then sandwiching the nut mixture in between the layers. It's one of the quickest desserts you can put together. You don't have to worry about batters and flour. The dessert is mostly assembly.
Tip: Since the dessert is about assembly, the only tip I have is to make sure you have properly thawed out your phyllo and that you keep a moist towel over it while you put together the baklava. If the phyllo is frozen or breaks off into pieces because it is dry, the dessert becomes a pain to make.