This kind of falls into the expensive exotica category:

Zzang! bars, from Zingerman's in Ann Arbor, Michigan, and by mail order. They're something like Snickers, but 1000X tastier. Un-freakin'-believably good. And shockingly expensive. But damn, they're tasty. My favorite candy of any sort, period. Maybe my favorite food. Or substance.

My wife worked at Zingerman's for a time, and supplied us ultra-high quality chocolate for years. Now I find ordinary chocolate bars mouth-burningly sweet and typically lacking in...you know...actual chocolate.

I do like a Twix now and then (I like the cookie texture), and Reese's cups (my favorite kid-candy), and Hershey's kisses with nuts.

The weirdest candy bar I've had that still tastes good: Mo's Bacon Bar by Vosge. Also jaw-droppingly expensive. Probably not essential eating, but pretty good.