These are traditional Christmas fare. There are two types of turrón: Alicante (a hard, white slab made with whole almonds) and Jijona (a smooth, soft slab made with ground almonds).
Mazapán (a fine, almost white marzipan) is modelled into figurines and the best are from Toledo.
Mantecados (a type of pastry made with flour, lard and spices) come in small individual packets that you need to squeeze tightly before opening so that the contents don't disintegrate all over you. Antequera and Estepa (Andalusia) make the best.