Cream puff swans are the most impressive of the lot, which is why I saved them for last. What amazes me is that for such an impressive dessert, they're surprisingly easy. To make them, you simply need to pipe two different shapes out of pate a choux.
The first is the swan's neck. You always want to pipe a few more necks than you plan to need because invariably one will break or turn out deformed if you don't have any extras. To pipe the neck, use a Wilton #12 tip or similar to pipe out an S shape. Once it is piped, dip your fingers in water to pull one of the ends into a small point. This will give the finished product the graceful head that really makes these things look fabulous. In the photo below, that's my pinky finger for size reference.
The second shape, which forms the bodies and wings, is a large oval blob of pastry dough. I used a pastry bag without a tip to make the oval. I know that, unbaked, they kind of resemble a pile of you know what. But they'll look much better cooked, I promise! Because the necks and bodies are such different sizes, you'll either want to bake them on separate baking sheets or be prepared to pull the necks off of the baking sheet when they are ready lest they get too dark. If you look at the first picture, you can see that my necks got a little darker than I would prefer, so just be sure you keep an eye on them.
As soon as the bodies come out of the oven, use a serrated knife to open them up as shown in the following picture. You want to cut an oval out of the top of the body, leaving enough of the sides to have a decent container. Slice the cut away part into two, cutting the long way. These pieces will end up being the wings. Let all the parts cool before assembling the swans.
To assemble them, pour some kind of sauce in the center of the plate. Here I've used a chocolate sauce, but your swan can be swimming in whatever sauce you want. Place the neck into the body, and, while holding it in place, fill the swan's body with pastry cream or some other filling such as ice cream or mousse. The filling should hold the neck in place at this point. Place the wings into the body so that they sweep up and backward as shown. You can serve them as is or sprinkle them with powdered sugar. While the parts can all be prepared ahead of time, be sure to assemble only right before you plan to serve them.