Our favorite chocolates were from Olivier's - they cost a little bit more than most places, but they were really, really good. I would skip Dumon. It's got a reputation for being really good, but the people in the shop are kind of rude and I didn't think the chocolate was any better than you get at Leonida's (which is the 900 lb gorilla of Belgian chocolate) where the prices are about a third less.

Also you can get some great waffels there. We had some at this place and they were incredible: