Good substitute for Skor bars are Daim - Actually swedish, but are in most shops. You can also get a bag of little bit size ones in Ikea.
I am a candy freak, the top drawer of my bedside table is filled with sweets, and I have been known to indulge before I even get out of bed in the morning. I miss tons of US sweets:
Hot Tamales
Laffy Taffy (And taffy type products in general)
Peppermint Patties
Charleston Chews
Sprees
Sweet Tarts
Blow Pops/Tootsie pops
Luckily the chocolate over here is so much better, that I can accept the lack of the above. Also, Cybercandy has all of the above (except Sprees), so I can get a fix when needed. I tend to stock up whenever I go home. It just doesn't seem to last....