
It's a couple of minutes walk from Hongik University subway station on line 2. Take exit 6 from the station, continue walking along the main road and turn left at the traffic lights on to the road leading up to the university entrance. The bakery is just there on the corner on your left. It's open until 10pm. It's marked on HongdaeHongdae's flickr map.
The bread is a bit more expensive that that of the chain bakeries but it's well worth it. They do a very good sour dough bread.

The cakes are good too.

The pastries are difficult to resist

But don't get caught out by these savoury doughnuts on the bottom right in this picture. I bought one expecting a sweet sugary jam filling and was surprised by a curry flavour filling of vegetables.

If that's too far to travel then the Paris Croissant chain is an acceptable susbstitute. There are branches around the city, there's one at the Gwanghwamun end of the Cheonggyecheong opposite the huge snail-like sculpture.
SaraDevil found a good place for bagels in Daegu, and Queen for a year found the Strohrer bakery in Ulsan, but alas, she didn't let on where exactly.