I've used a recipe from Gourmet for a couple of years now - touted to be
Sicilian cannoli. And I make the shells, too. My friends all rave about them, but they are very polite, eat most everything I cook and what do Alabamians really know about cannoli?

The result is truly very good and definitely worth the 90 mile drive for fresh ricotta. You will note the addition of goat cheese in order to get American cow's milk ricotta to match the flavor of Italian ricotta.
1 lb. fresh ricotta (I can only get cow's milk ricotta)
2 oz. mild goat cheese
1/4 c. confectioner's sugar
1 T. minced candied orange peel (if I have lots of oranges, I make my own)
1/2 t. orange flower water
1/4 t. cinnamon
1/3 c. unsalted pistachios, chopped
2 oz. bittersweet chocolate, chopped
Place ricotta, goat cheese, sugar, orange flower water and cinnamon in a bowl and beat at med. speed for 1 min. Do not over-beat. Fold in pistachios, orange peel and chocolate.
Some folks don't like candied fruits, especially the commercial kind, and I think you could omit if you are one of those folks.
I love love love cannoli. A little Italian joint in Montgomery, AL used to import cannoli from Angelo Brocato's in New Orleans. Katrina put an end to that but I hear the owners may soon be able to get them again. I certainly hope so.
I have also made Gina DePalma's mocha cannoli cream - very good too. And I also have a recipe that calls for addition of pine nuts - also good.
"I am a Southerner. I like the feel of these words. I could no more be otherwise than I could shed my outer skin or change the color of my eyes." Willie Morris