Cybele May of the Candy Blog, who probably has the best gig ever (she eats and rates candies!), found this awesome candy called Candy Blox:
They’re a compressed dextrose candy (what I call chalk candy) shaped like Lego building blocks. They’re about the same size and work the same, only without the firm snap to keep things together. Some of my little candies were actually missing their nubs, but they had enough to build little walls and stuff.
The best thing is, by the pound, they're cheaper than Lego and taste much better!