I was in Turkey in 2009 and there was a lot of things I didn't do, one of which was try the Turkish delights! They had a lot of candy and sweets to offer and they were all great. There is a Turkish candy shop not too far away from our apartment in Tallinn, but it is a lot more expensive than the shops in Istanbul.
This picture is just from the internet. This little guy is filled with sugar! It doesn't look that great, but when you feel the bottom part is a little moist with sugary syrup, it is really good.