My favorite as a kid would change. I liked them all, pretty much. The 'fun size' bar didn't exist when I was growing up. What you got at the store for a nickel or in your Halloween treat bag, were full-size candy bars that weighed an ounce or more.
Around the age of ten or so, my go-to became the Boyer products, mostly Mallo Cups, but you could sometimes find the peanut butter cups. While coconut and marshmallow weren't my first choice, they were good enough when the chase for free candy became more important. Boyer cups came with paper coins that ranged from 1 cent (very common) to $5 instant winner (I never saw one). When you saved up 500 'points', you stuck the coins you cut out on a strip of Scotch tape and mailed them in for a box of 10 free Mallo Cups.
My favorites now are Snickers and other chocolate-peanut combos. Mr Goodbar, Oh Henry, Baby Ruth.