I don't eat gluten free, but when I lived in Arizona
Cookies From Home got raves for everything - including their gluten free and sugar free items. I loved their chocolate chip cookies. Though not local, they do ship.
I've also heard positive things about the Whole Foods gluten free bakery items (following a discussion with a woman with celiac disease who has lived in the Triangle for several years and was lamenting the closing of two local gluten free bakeries.)
Just in case you haven't already found this -
Gluten Free Raleigh