Nelson's on Main St. In Wilton is a neat place...they make their own candy canes at Christmastime and chocolate bunnies for Easter. I haven't tried much of their stuff, but they have a really big selection of homemade candy (fudge too) and commercial candies like gummi bears.
I used to work at the Stoneham location when I was a teenager. The chocolates are okay, but the fudge is excellent. Just be aware that everything is shipped from the Rowley location and not made on-site.