Snickers, Mars Bars, M&M's (all varieties), Reeses Pieces, Kraft Caramels, Butterfinger, Goldenberg's Peanut Chews, and GooGoo Clusters. It's really hard to have one favorite.
And a few that I'm not sure they still make: Chunky, Zagnut, and Clark Bars.
And Mallomars, which may actually be a cookie.