Yeah, several times. A long time ago my mom's cousin took my sister & I to this really cool penny candy store up in Pittsburgh. We got a lot of cool candy for really cheap. Apparently it closed a few years back though.
Generally the cool candy stores (that sell more than your basic Snicker's and all that) are expensive so I'll only buy things there once in a while. My boyfriend and I just went to one though and got some pop rocks & rock candy.