In the New Orleans tradition, the king cake is usually baked from Danish-dough that is braided, baked in a circular shape, and covered with poured sugar topping decorated in the Mardi Gras colors of purple (signifying justice), green (signifying faith), gold (signifying power). Closely associated with the Carnival Season these cakes are consumed and sold between the weeks of Christmas and Fat Tuesday. Cakes can also be found filled with cream cheese, fruit, or praline fillings. A tiny plastic baby is usually hidden within the cake and the finder of this trinket must continue the festivities by offering the next cake.
Here is a how-to guide explaining the process of baking a king cake from the food editor of the Times Picayune newspaper in New Orleans, Judy Walker.
A King Cake with multi-colored icing from the Cake Cafe. The baby is ready to be put into the cake.
An un-iced, homemade king cake made with brioche dough.
The above cake after being topped with colored sugar.