I appreciate the mention of my self-guided tour, snaporaz. Two updates: Guss' Pickles has closed, so substitute The Pickle Guys, on Essex St. And the correct address for Economy Candy is 108 Rivington St. (not 145).
They are absolutely worth it! If you look around, food tours are usually between $35-$60 and not only you get a guided tour of the place you visit but for that price you also get to taste about 5-6 different types of food. A total bargain, food for thought =)