If you want to taste authentic non bengali sweets( marwari or rajasthani) sweet&snacks then the best place is Haldiram Sweets.Different variety of non bengali sweets like kaju barfi, laddo, pista roll, gulabjamun & lots more variety is available in the shop.
They use pure ghee for making the sweets so you can imagine the test.Not only the sweets they sell different type of snacks. bujia, chats etc.If you want to try authentic Gugrathi Dhokla, Panjabi pav bhaji, best place to go in Haldiram Sweets.This is a complete vegetarian resturant, so it just like haven for Vegetarian people & sweet lovers.