Old fashioned candy...
The best fudge I've had is from the Fudge Kitchen. They have multiple locations. I've been to the one in Ocean City, NJ, but they deliver everywhere: http://fudgekitchens.com/ This is the best-tasting, creamiest, and smoothest fudge I've ever had. The pumpkin is incredibly good, but only available in Fall/Winter (don't think they have it now, but not sure). After that, the peanut butter is my personal favorite, but there are several chocolate options if that's what you want.
If you want fudge in NYC, Dylan's Candy Bar sells some, and Li-Lac Chocolates. There used to be another place that sells fudge in the basement Food Court of Grand Central Station (in addition to Li-Lac which is upstairs), but I think they closed.