I am partial to my grandmother's homemade candies. She makes buttery caramels, maple covered walnuts and i love her homemade marshmallows.
I guess as far as store bought I am an M&M's kinda gal.
If you do ever break down and have a piece of candy, I hope it is from a shop that makes great homemade chocolates, fudge or caramels. There is nothing like getting a piece fresh off the marble!