Recently I got a clue and heard about this little gem on the Lower East Side, Economy Candy! Not only do they have candy cigarettes and candy buttons but they also have the freshest and cheapest nuts and dried fruits. I got my fill at E.C. with cheap dates and international candies.
It's wall to wall candy at bargin bin prices. Plus you can be cool like Moby and wear the official Economy candy t-shirt. (I saw this once) For those outside of NYC or too busy to get there by 6pm, they have an online store. Check it out! http://www.economycandy.com/