The ridges in a bundt cake make it pretty sweet for lighting on fire. Also on the 'on fire' note, fry some cheese, flambee it in brandy, douse it with lemon juice, and you've got saganaki. Pretty delicious.
I have put bourbon in pretty much every baked good I've ever made, save maybe croissant, which I've only made twice to date. It is kind of my thing. I think you could maybe get away with flambeeing croissant or danish after they're baked? That could be a disaster.
Bourbon and chocolate go well together, but from my experience with brownies, I've found the best results with partitioning the batter into two halves, adding bourbon to only one half the batter, then pouring one in the pan first with the other one over top of it second. Maybe for a cake you would want to try gently marbling the batters together?