I really like Pocky (strawberry, caramel, chocolate and Mens flavours), but I prefer Toppo (like inside out Pocky and taste like chocolate coated pretzels)
(P.S. in Japan it is spelled 'Pocky' on the boxes I've seen!)
I'm also a fan of Picola, Monokuro Boo sweets, and a strawberry coated cone shaped biscuit from Meiji (I don't know what the name is as it's all in Kanji).
I've found a shop in London that sells all sorts of different snacks and food from Japan (and Korea) so I'm working my way through their selection (I haven't quite plucked up the courage for the sweet dried fish on skewers though
)