Whole Foods has such a large selection of vegan and vegetarian products! You can pretty much find anything you want there. If you are a new vegan, you might be better off going to Food Fight! and getting everything you need there, so you don't need to check labels. However, I know exactly what I need, and I live near Whole Foods, so I just go in and get what I want.
Their bakery and deli is not very vegan friendly, especially if you compare it to New Seasons (where you can find a huge selection of vegan cakes). Here, the selection of vegan stuff is small, and it seems impossible to have a slice of cake without getting a ton of plastic packaging. However, I ordered a chocolate mousse cake from their bakery for my teaching assistant's birthday, and my students -- none of which are vegan -- really liked it! It was rich and chocolaty, just the way it should be.
If you get the Chinook book, you can find 2 coupons for Whole Foods, one for $10 and one for $5, as well as a ton of coupons for vegetarian and vegan products. It's worth getting it! You can get it at Whole Foods; it's next to the cashier.