I recently had a drink that used marshmallow vodka in it. It was quite good so now I'm on a mission to make my own flavored vodkas. I believe that I can do this just by adding the flavoring item(s) and letting it sit to extract for a few days or weeks, right?
If you're going to buy the vodka anyway, why don't you go ahead and get the kind that's already flavored? There are so many flavors to choose from these days, surely you can find one without going to all the trouble of making your own. Let us know what you decide.
I hadn't even thought of using candy to flavor the vodka. I'm going to have to search and find some interesting recipes to try. Hopefully they offer drink recipes, too, as I can't think of what would be good with candied vodka!
Skittles is not something you can really go wrong with. I know some people who have tried the hard candy Jolly Rancher and I have never really liked that. If it is not Skittles then I just prefer it as a Plain Jane.