Cha Chas. I found these treats all over Indonesia and in Kuala Lumpur. While nearly identical to M&M's, there's something about the shape of a peanut Cha Cha that I like better. It's rounder, smaller, and the shell just tastes better!
Pocky. Probably my favorite part of Pocky is the sheer number of the chocolate covered biscuit sticks that are in one package. They are fun to eat, don't leave crumbs behind, and I could find a box for under 20 baht ($.60) in Thailand. Available all over Asia and certain stores in America, Pocky comes in sweet and savory flavors.
Tim Tams are over the top delicious. I first discovered these biscuit cookies in Australia and hoarded a box of carmel Tim Tams in my freezer for nearly a year later before realizing World Market carries them. Also available all over Asia in full sized packs, as well the convenient 4-pack, I ended many evenings with a trail of chocolate crumbs in my bed. Vanilla cream, original, and cappuccino are some of the best flavors.
Koala's March are chocolate filled miniature cookies that go by the name of Koala Yummies in America, and I was first introduced to them in a Subway kid's pack when I was little. Easy to snack on with adorable faces, I got my chocolate fix often from these little cuties. Available all over Asia.
Almond balls! Chocolate covered almonds seemed like a downright luxury while shopping at 7-11 in Thailand. I would often justify these as a health food since it was almonds, even though the thick chocolate coating was clearly what I was after.