I know it says favorite candy, but I don't really have one. I like Reese's Pieces and Mounds, but not enough that I would go out of my way to get them. However there is one chocolate snack that I will try to import on a somewhat regular basis from other parts of the country: Mallomars.
Most people in Texas don't know what they are because we are too far away from where they are made and too hot most of the year for these delicate confections to make it to this great state. Dark chocolate enrobed fluffy marshmallow on top of a light, buttery cookie. It's everything a S'more should be, but without the pain of making a fire and then having a cold graham cracker, too thick chocolate and messy marshmallow everywhere. If you see one, and you like marshmallow, chocolate and cookies, EAT IT.