List of Magical candies

Acid Pops (will burn a hole right through your tongue)
blood-flavored lollipops (for vampires, presumably)
Canary Cream
Chocoballs - full of strawberry mousse and clotted cream
chocolate (used as an antidote for contact with the Dark Arts)
Chocolate Frogs - come with a collectable card of a famous witch or wizard in each pack
Cockroach Clusters (real cockroaches in them, apparently)
Drooble's Best Blowing Gum (fill the room with bluebell-colored bubbles that refuse to pop for days)
exploding bon-bons
Fizzing Whizbees (massive sherbet balls that make you levitate)
Fudge Flies
Ice Mice ("hear your teeth chatter and squeak!")
Jelly Slugs
Licorice Wands
Pepper Imps (tiny black candy that makes you "Breathe fire for your friends!")
Peppermint Toads - peppermint creams shaped like toads ("hop realistically in the stomach!")
sugar quills (suck on them in class and you look like you're thinking)
Ton-Tongue Toffee
Toothflossing Stringmints ("splintery," Hermione bought some for her dentist parents)
squeaking sugar mice - Flitwick gave a box of these to Harry after the interview was published in The Quibbler
Non-magical candy and sweets
lemon drops / sherbet lemons (okay, these are Muggle candy, but Dumbledore likes them)
Cauldron Cakes - sold on the Hogwarts Express
chocolate gateau
cream cakes, made by the House-Elves of Hogwarts
éclairs, made by the House-Elves of Hogwarts
peppermint humbugs
Pumpkin Pasties
treacle fudge
treacle tart