If you have a craving for chocolate confections, why not go to the first name in little candies? Fannie May, in Palos Heights, makes and handles the company's chocolates, cakes, caramels, mints, fudge and even frozen desserts, in the setting of a cozy candy shop. Fannie May has sweets for everyone, even offering a line of no-sugar-added chocolates and other candies.