Of course, you can't leave Brussels without bringing a "ballotin" of "pralines".
How do you tell which one is good? A good quality chocolate at a reasonable price is Leonidas. Made with fresh ingredients, they have to be eaten pretty quickly. You can find Leonidas stores all over Brussels. There's one near Grand-Place and one on Boulevard Anspach, between Place de Brouckere and the Bourse.
Words of warning: Belgians often bring chocolate as a gift for a party, a birthday... any occasions really. DON'T bring Leonidas (unless it's for the kids) as you will be regarded as being a cheapskate.
The one that started it all was Neuhaus. Mr. Neuhaus, son of a Swiss immigrant, started the whole Belgian Chocolate craze in the 19th century. His first store was, and still is, in the Galleries St-Hubert. Mrs Neuhaus deserves credits to have invented the "ballotin", that characteristical little box to keep your chocolate. Neuhaus is still top notch.
Godiva is now exporting itself quite well (see your local department store like Marshall Fields or Macy's) or your local coffee shop. The flagship store on the Grand'Place is a little chocolate heaven... yummy! Their chocolate is good but really overpriced!
Amongst the newcomers (and expensive) in the Belgian chocolate world is Pierre Marcolini. I never had the opportunity to try it but I heard it quickly became one of the most sought after brand. His chocolates with subtle mixes and unusual flavours would be best suited for real chocoholic who know what they're about to taste.
He has a shop on Place du Grand Sablon, 39 and also one on Avenue Louise, 75M (amongst others).
Galler is the brand prized by the royal court. Its specialty is chocolate bars (coconut filled white chocolate, champagne filled dark chocolate...). The main store is located off Grand'Place (Rue au Beurre 44) but you can find the bars at most grocery stores. They also make "Langue de Chat", a special chocolate designed after one of Belgium's most beloved comic-strip cat :Philippe Geluck's Le Chat.
If you don't want to blow your budget, may I recommend Cote d'Or. It is owned by a Swiss company now but the quality is just as good and they have so many varieties it's hard to choose from (I personally love their Advocaat-filled dark chocolate bar). You can find them in the tourist area at the Delhaize grocery store near the Bourse or at the GB store in the City 2 mall. Don't buy them at the many little stores you see in the centre, they are overpriced. Go to a real grocery store!
There are also a lot of other brands but unfortunately, I can't comment on them as I have never tried them. Wittamer is quite renowned (shop and cafe both on the Place du Grand Sablon), Mary Chocolatier is on 73, Rue Royale (you can order her pralines online at http://www.marychoc.com/!). Seems like president Bush went out of his way to get some there when he was in Brussels.
Now... I REALLY need chocolate!
Which reminds me... my best memory tied to chocolate was a funny one. I was going back home from school and finally decided to stop at Jeff de Bruges on rue de l'Etuve (Manneken Pis' street) and got a bag of butter cream praliné-filled dark chocolate pralines. As it melted in my mouth, I stopped on my track... It was so damn good! I assume I must have had a "gustative orgasm". But to my horror, the store closed and I discovered that "Jeff" who's said to be from Bruges is in fact from France (they just didn't stop at "stealing" our best French-speaking singers, they still have to take our chocolate) and they closed all of their stores in Belgium.