The most famous sweetshop in the wizarding world would seem to be Honeydukes, which is located in Hogsmeade and owned by Ambrosius Flume (HBP4) and his wife. The shop is filled with “shelves upon shelves of the most succulent-looking sweets imaginable” (PA10).
In addition to the standard wizarding candy that is sold there, the owners also make their own fudge (PA8) and chocolate (PA12). For obvious reasons, the shop is quite a popular destination for Hogwarts students when visiting Hogsmeade on the weekends (HBP12).
Down in the cellar of the shop, amidst the boxes and wooden crates and known to only a select few people, is a trap door in the dusty floor - which opens to reveal a secret passageway to Hogwarts.