Locally, the best are Casteleyn Belgian Chocolates -- here's a couple of reviews from Chowhound:
The absolute best handmade Belgian Chocolates can be found at a little shop called Casteleyn Belgian Chocolates, at the foot of Brant St. in Burlington. The chocolates are made from fresh milk, creme, and cocoa, and will spoil if not eaten in a reasonable amount of time (unless refrigerated of course).. besides, they don't last long enough to be refrigerated..
I couldn't agree more with Xerius. Casteleyn chocolates blew me away. I was most impressed by their chocolate covered caramels. I have never been a fan of caramels, mostly because the texture is either too hard or so soft, the caramel drips. Casteleyn's caramels had a texture unlike any caramel I had ever had. It gently gave way when bitten but wasn't liquidy. It was perfectly creamy. Now I am even more of a snob when it comes to caramels because I know nothing will come close to a Casteleyn caramel.
If you do get downtown in Burlington and have a craving for coffee or sweets, check out Casteleyn chocolates (Brant at Lakeshore), a family owned Belgian chocolate shop. They're usually closed Sundays but probably open in the run-up to the Christmas season. I have tried chocolates across the world (actually, just Europe and North America...) and this place is still number one in my mind. They make a killer cafe mocha with their own chocolate shavings. I have created many addicts...
Enjoy your visit!!
A blurb from page 2 here, which also has a couple of pictures: http://runmyerrand.ca/assets/InBurlington.pdf
Belgian chocolate made right here in Burlington? Yes, it's true. Casteleyn Belgian Chocolatiers was started 17 years ago by brothers Mark and Luk Casteleyn, who brought theirunique brand to the Burlington downtown in 2001. Mark, trained in his native Belgium as a chocolatier, uses imported ingredients from Belgium in his recipes. While in the store you can also relax with a fresh coffee as you watch the chocolates being made through a round porthole window that gives a peek into the manufacturing area. There are many types of Belgian chocolates available today but Casteleyn's provides some of the finest, freshest and most traditional you will ever taste.