honestly never thought of cadburys as chalky or greasy, I always think cadburys is really smooth, has a good melting temperature in the mouth, but I think Hersheys is disgusting, it's crumby and tastes burnt to me... I'm also convinced it smells of vomit, the Hershey store in times square can be smelt a mile off.
Hershey's SO tastes of vomit! You're definitely not the only one! I can't stand the vomitty taste of it. Blech!
Back when DH was just my boyfriend, a US friend sent me some Hershey Kisses. I hate them, so I gave the bag of Kisses to him, thinking he might like it and it would, at least, be a novelty. He and a friend tried them, but the bag was returned to me with the verdict, "They taste of sick."

And I do agree that Cadbury's is nice and smooth, not greasy at all. But I don't like Galaxy much. To me, it's sort of slimy. I had the same reaction to Dove in the US. I don't know what it is, but ... ick.
As for milk, dark and white - I have no preference. If they're good, I like them all. I should have added Milky Bar to my list of faves!