Same idea as the original Sink or Float activity, but it uses candy instead. Again, it's good for the preschool and early elementary set. (I've got a candy density activity for older students coming tomorrow).
Gather an assortment of candies.
Hypothesize which candies will sink and which will float. Divide the candy into appropriate piles.
Then test! You may want to test the candy first with the wrapper on and then with it off - why do some candies float when they're in the wrapper, but sink when they're unwrapped?
After seeing which candies float and which sink, you may want to slice or break some of them open to look at the inside. See if there are any clues to help you figure out what some float!