Are you eating enough of other things? Are you stressed? I tend to crave sweets when I am stressed or when I don't eat enough paleo foods. When I eat enough meat and vegetables, I don't crave sweets at all. I think it's okay to enjoy sweets once in a while. One brownie is not going to set you back...But obsessing about sweets (or any kind of food) reflects an unhealthy eating attitude or relationship with food. Try organic dark chocolate (above 70%), or you can make paleo-friendly brownies! Oh, also staying well hydrated helps with cravings as well.
Oh.. Also just read the list of ingredients in commercially prepared baked goods. You won't even want to touch those food-like substances ever again. Baked goods contain hydrogenated vegetable oils, high fructose corn syrup, and all other chemicals and additives, not to mention refined grains.