When you first take on a new way of eating, especially if it supporting any weight loss goals you have, you are normally full of good intentions and often find it easy to do for a few weeks. However on traditional calorie controlled or low fat high carbohydrate diets the fact you are often hungry and your body is not getting the nourishment it needs will mean that you end up 'crashing' your diet and eating all the wrong foods again, often quickly gaining weight you have lost. There is also the psychological factors, not being able to go out to eat for example and for many people the agony of NOT HAVING CAKE! Tea and cake is a very British tradition and often can be a social event with friends and family. Therefore on my EatRealFood plan I advocate following the paleo style guidelines strictly 80% of the time and then enjoying other types of food (namely CAKE) 20% of the time.
So does this mean you can devour a whole chocolate fudge cake from the supermarket? I wouldn't advise it for many reasons. Shop bought cakes contain a wide range of processed fats, refined carbs such as sugar and sugar substitutes, additives, grains and all sorts of other questionable ingredients. They raise your insulin levels sky high and put your body into fat storage mode. They will probably make you feel quite ill now you have been eating paleo style for a while.
Of course there may be times when eating a piece of shop bought cake is unavoidable, birthdays for example, and this is fine. Just have a moderate amount, enjoy it guilt free and then go back to the plan. Just remember shop bought cakes and other baked goodies are empty of nutrients where as the paleo cakes will still provide you with healthy fats and vitamins and minerals and will not sabotage your weight loss efforts as they shouldn't cause nasty sugar cravings.
Search for paleo brownies, muffins, cookies, fruit cake whatever is your particular favourite. Most recipes use coconut flour or almond flour which you can get online if you can't find it in your local supermarket or health food shop. These nut flours are much lower in carbohydrate than grain based flours. The recipes use healthy fats such as butter or coconut oil and natural sweeteners such as honey and dried fruit. The end products are usually very filling and nutrient dense. (I would always use paleo/primal recipe sites as low carb web sites often still use artificial sweeteners in recipes which should be avoided).
A word of warning. These goodies are still high in calories and although this diet doesn't count calories they do still matter in the overall scheme of things. If you are just replacing a cake habit with a paleo cake habit and eating them every day it's unlikely you will see much weight loss. They are still a treat food, maybe saved for weekends or holidays. It is important that 80% of your diet is based around meat, fish, eggs, vegetables, nuts, seeds and healthy fats Ctrl click to see this post if you want more information about the paleo style of eating).