The candy store at FAO Schwarz, FAO Schweetz, should be on Mayor Bloomberg’s radar. There are giant-size candy bars, including a giant gummy bear (really?).
You can also make a bag of sweets for yourself with gummies, chocolates, licorice etc. I made a bag of Swedish fish and other gel/gummy/sugared treats in blueberry, strawberry, peach, mango, cola.
The candies definitely take care of the sweet tooth. The sugared peach was good. I also recently visited Sockerbit in the West Village, and comparing the two, Sockerbit sweets stand out.