My favorite candies are from Ukraine and I'm not sure why but Ukrainian candies tasted much better than the American ones. It could be because Ukraine doesn't have the stickers with "this product includes this much satured fat, this much sugar; etc..." - I mean, they write it but only on the boxes and in small font, so people don't pay attention to that. Which is probably why Ukrainian candies taste better - they have a tooon more satured fat and sugar, and you don't feel guilty for eating them since you don't see the info, haha. XD
These are my favorite Ukrainian candies, they're called "Romashka" which is translated as "Сhamomile". They have this sweet vanilla taste which is difficult to describe. Another favorite is the ones called "Bird Milk" - they are basically this weird cream which tastes like milk but it's not milk... and they are covered with a thin chocolate layer.
Since my grandmother worked at a village grocery store - I was able to try different sweets, haha.
As of American candies - I haven't tried that many, but I like Hershey's. I'll try more when I'll start living alone and be able to explore.
Oh, and I just realized that I only talked about chocolate candies. XD I also like those gum bears or gum worms (what a creepy name =_+), especially if they taste sour - those are my favorites and they're not very bad in terms of their contents!