Sometimes what you put on a grocery list is not always what comes back from the store. We sent a friend out with a list that included almond paste, and what came back instead was a tin of marzipan. On the surface, these things seem to be the same thing - a mixture of almonds, confectioners sugar, and sometimes corn syrup, egg whites, and/or rose water. But we all know that in baking, proportions count.
To put things simply, almond paste is primarily used as a filling in pies and cakes, whereas marzipan is used to decorate a cake, or eaten like candy. In the US, commercially available almond paste (like the Love'n Bake or Odense brands) contains about twice as much almonds as its marzipan counterpart, giving it a full almond flavor which shines in baked goods.
Marzipan is more sweet, and the almonds are more finely ground. Roll it out thinly, then drape over cakes like you would fondant. You may also have seen it dyed and formed into small fruits and vegetables in the candy aisle.
But which brand to use? Most of us are only given one choice at our grocery stores. We prefer the flavor of Love'n Bake, but haven't found it in as many stores as other brands. Those looking for gluten-free should chose the Solo or Loven' Bake brands as Odense uses a glucose made from wheat starch.
The other option is making it yourself. Several recipes are available on the web. You should blanch and skin the almonds as you would when making homemade almond meal.
Or you can use the time you saved by taking a store-bought shortcut, and enjoy this essay about the joys of marzipan.