I've had slightly fancier versions of tamarind candy at stores in Mexico but I think the individually wrapped ones in large bags named "dulce de tamarindo" are the best. They're so affordable and available at every Mexican and South American grocery in the US I've been to.
The bad part is they're addictive. It's just the perfect combination of sweet and sour. I've had a soft spot for sweet and sour candies ever since i had salty licorice candies in the UK.