I know of two large bakeries in Playa del Carmen, both on 30, not far from each other. One, El Molino, is on the east side of the street on the corner of 2nd - look for the windmill sign. They have great cakes. The other one is on the west side of the street a bit farther north, look for a sheaf of wheat on the building. Sorry, forgot the name, but it includes "panaderia." This bakery has a smaller shop on Juarez not far from the bus station, north side of the street. I have also bought baked goods at supermercado san francisco, but was disappointed--not as fresh. I'm a fan of conchas, piedras (whole grain, a bit like a scone) and of course bolillos.
Two weeks and I'll be eating them