Below is PETA's list of vegan friendly candies. It's a pretty good list, but it is missing a few. Scroll past it for even more options.
Atkins peanut butter bars
Brach's Hi-C Fruit Slices
Brach's Hi-C Orange Slices
Goldbergs Peanut Chews
Hubba Bubba bubblegum
Jolly Ranchers (lollipops and hard candy)
Mary Janes (regular and peanut butter kisses)
Mike and IkePez
Ring Pop lollipops
Smarties (U.S. Brand)
Sour Patch Kids
Peanut Chews are the best. Truthfully, they are so good. They're just dark chocolate, peanuts, and caramel, but they are delicious.
Baker's Chocolate is a brand of baking chocolate that is vegan and can be used to make candy. Honestly, the semi-sweet Baker's Chocolate at my local grocery store is good just by itself, like a chocolate bar. Many other brands of baking chocolates exist, and they are typically vegan, Baker's Chocolate just happens to be the brand my local grocery store carries.
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Illinois Nut & Candy make fancy chocolates and candies, and they specialize in vegan and gluten-free.
When you're shopping at Natural Candy Store, it's like being a vegan in a candy store, except it's really like the opposite of that because most of the candy is vegan! Seriously, though, Natural Candy Selection has any variety of candy you could possibly want, in a vegan version.