I really like the dried-out shredded squid strips. It's an acquired taste - at first, I thought they were awful but they got addictive after a while. Here in Hawaii, they sometimes sell a spicy version which is even better.
I also like easting the roasted Wasabi peas, sesame peanuts, and arare crackers. Try mixing arare with popcorn!
The "sugary" Japanese candies don't excite me any more than US candy (aside from the novel packaging, of course). I usually don't buy it for myself.
Edit - Almost forgot to mention the world's best donuts: Okinawan Andagi. I think I ate two dozen of those one night...
