I used metrocandy.com and bulkfoods.com which were the cheapest I could find. Candywarehouse.com is popular because they offer so many colors, but I found it to be more expensive.
There was a knottie who bought her candy on sale after the major "candy" holidays (i.e Halloween) and she scored HUGE on savings. The post is a few fairly new -- look for a post on candy buffets. I didn't think I would be able to afford this, but after reading her blog, its completely doable.
Re: More candy buffet questions
With All the Trimmings