Actually you can find Tastykakes in a few stores down here, but it's pretty random and they usually only have a couple of flavors, not near the variety you see up there. I stopped buying them down here because too often they were stale
The other amazing thing from NJ/Philly is Wawa. Oh my god how cool would it be to have one down here. Fresh sandwiches anytime. YOu don't know how good you have it up there! The dazzling array of Tastykakes by the pack. Soft pretzels at the cash register. And good stuff too, salads and cut up fruit and stuff.
The only thing sort of close down here is QT, and they don't have sandwiches and not much healthy stuff, although they do have an amazing assortment of sodas and coffee flavors.
The convenience store pastry options are generally Little Debbie and random local fare. I avoid them; I figure I don't love them enough to ingest those kind of calories. I save 'em for my Tastykake binges.