This was my first time at Dulceria la colmena. Although it's a small place it had almost every Mexican candy imaginable. They have a wide variety of piƱatas as well, and if they don't have the one your looking for you can ask them to make you one with a two week lead time.
The lady that works there was very helpful and very nice. I was surprised at all the stuff they had for parties. Prices are reasonable, and if you buy in bulk it's even cheaper.