If you're going to give them candy as an occasional treat, it's best to give it to them as part of a meal (dessert), as opposed to as a separate snack, in order to minimize the number of "acid attacks" that their teeth are exposed to. This holds true for other refined carbs, as well.
Chocolate is a "better" sweet where dental health is concerned. To be avoided are all hard, chewy, sticky, etc. candy, especially sour candy- very acidic.