If you absolutely HAVE to give them any candy, I would get candy with Xylitol, which has been proven to help cavities. There have been some studies on this.
That being said, Sugar is one of the worst things a child can have for development and dental health. I would definitely take what Spud said and try fruits, but not concentrated fruit juice, which is horrible for teeth as well.
I recently got my husband off sugar. He had life-long clinical depression, and the simple act of changing his diet changed his life. I am a strong advocate for removing refined sugars from peoples diets (especially children).