I went to Nationwide Candy here in Albuquerque a little while back hoping to find a big ole box o’ chocolate covered coffee beans. It’s a warehouse-style candy store. Didn’t find any but they had choco rocks, candy legos, huge bags of Toxic Waste (whatever that is). In general, you need to call ahead to see if they have something.
I did later find the most cost effective chocolate coffee beans at Trader Joe’s.