If you live in Madrid I'm pretty sure thay you already have seen or been to Oomuombo, the swedish candy shops in Madrid, but I still want to recomend it. The candies are so good and the quality is excellent, I know from a good friend of mine and worker that they change the candy every week so its fresh.
There are 6 shops in Madrid, Calle Nuñez de Balboa 28, Calle Alcala 129, Calle Fuencarral 27, Calle Mayor 76 (Alcala de Henares), Centro Comercial Espacio Torrelodones and Calle del Carmen 26.
You can buy nice gifts, original too, order for companies etc. Check out the homepage.