I got a multi-kilogram amount through (UK) customs after 11/09, and jackbooted thugs haven't kicked my door down and busted me, not even once.
I wasn't aware it had any uses for making candy though... I've tried reducing things with it but it only seems to reduce things that I would consider oxidisers, like hypochlorites. It doesn't reduce anything organic, as far as I'm aware. I suppose an azide group could itself be reduced to an amine though. I'll have to UTFSE about it...
I was a bit nervous about getting it due to its obvious use in many primary explosives, but to be honest, it's not as dodgy as you would think at first. Terrorists aren't going to be getting any sent over, since it's a lot less legally risky to make organic peroxides for their detonators, for example. And it's not a very common reactant in drug synthesis, it seems.
Basically, customs think that no-one who is doing anything illegal with it would be stupid enough to order any ;) .
It's synthesis is easy though. Bleach and urea, or ammonia, are used to produce hydrazine, which is reacted with a nitrite ester and NaOH in alcoholic solution to ppte NaN3. A google search will give you a method to follow.
Edit: airbags are a good source too, if you can get any. Some Daewoo airbags that I had each contained ~100g, as brown disc-like pellets. The other constituents are iron oxide and silica. They can be crushed up under warm water (slightly basified, just in case...) and stirred to dissolve all the azide. Then let most of the sediment settle, and pour off the solution through a filter paper to yield practically pure sodium azide solution. Somewhere round here I have my notes, telling me what purity the azide pellets were... IIRC it was about 75%, I'll post the exact figure if I can find it.
Another edit: http://www.geocities.com/eawfuk/sodium_azide_from_airbag.htm (http://www.geocities.com/eawfuk/sodium_azide_from_airbag.htm)
An illustrated guide on butchering an airbag. It is the same as the type that I got, although I did not write this. The pellets are insensitive to friction, but still, be careful with that saw...