Home made candy will usually always be better than the store bought variant (granted, home made candy can be abysmally botched as well, but with a bit of effort and control it is usually better). In particular the marshmallow, which from the store is kinda dry and mushy will, when fresh, be dry on the outside, but creamy and luscious on the inside. And when it comes to candy it's practically one of the easiest candies to make.
A lovely mix of 500 grams of sugar and 100 grams of water is brought up to 122°C and once it's removed from the heat you add in 10 leaves of dissolved gelatine (be sure to add the leaves slowly as they will make the sugar syrup foam up, but not dangerously so).
As the sugar syrup makes it up to that, you start whipping 120 grams of pasteurised egg whites (you could just go for plain egg whites, but they're only heated by the sugar syrup and I'm not a betting man when it comes to salmonella—plus there's less to fuss about when young children are handling eggs). When they're nice and fluffy, you start pouring in the sugar syrup ever so slow. This is really a time where a stand mixer is a great benefit as the mass needs to be beaten for more than ten minutes.
After all the sugar syrup has been poured into the egg whites, you leave the mixer to do its thing for another 10 or so minutes, and then it's ready to pour into a 30x20 cm shape. Be sure to dust the paper/dish with copious amounts of sifted confectioner's sugar, this is what keeps marshmallows from sticking to everything.
Leave them in a cool place, though not cold, for some hours, and they're ready for slaughter...
Dust each marshmallow in a nice bit of sifted confectioner's sugar and lightly dust away the worst excess.
And voilà, you have home made marshmallow treats. A lot more rich, and a lot more tasty than the ones that are store bought. But beware, it's impossible to eat up an entire portion all to yourself, so make sure you have friends over to share them with.