I just want to add a bit to the other answers, because I feel they are not really correct.
The thing is, all three of those sentences are actually grammatically correct. Depending on what you want to say, you can use different particles to put an emphasis on different things.
Assuming you meant all three as sentences, not questions, here's what they mean:
ケーキを食べたい。
This one is the simplest one. I want to eat cake. Doesn't imply anything else, you just happen to want to eat cake.
ケーキが食べたい。
You put emphasis on the cake here. I want to eat *cake* (as opposed to something else). This is the most common way of using this sentence structure.
ケーキは食べたい。
Admittedly, only saying this without the proper context might be a bit incorrect, but it does have some uses. For example, when comparing two (or more) options against each other; ケーキは食べたいけど、アイスクリームは食べたくない。 Like Delisha mentioned, you could say only ケーキは食べたい if it's a reply to someone asking a question, but what you basically do then is actually leave the "~たくない" part unsaid, because it's insinuated that you don't want the other option(s) (kind of how you drop 私) .
I hope this cleared things up and that I didn't make it too complicated. I tried to keep it simple, but the last example with は is kind of hard to explain.