I found this recipe on My Kitchen Cafe. They really do taste like the ones you buy at the mall (or fair). You can buy raw almonds in the bulk foods section at Winco for cheap.
Candied Cinnamon and Sugar Almonds
1 egg white
1 teaspoon cold water
½ teaspoon pure vanilla extract
2 cups unsalted almonds
½ cup packed light brown sugar
¼ teaspoon salt
½ teaspoon cinnamon
Preheat oven to 250 degrees. Line a large (11X17-inch) rimmed baking sheet with foil and lightly spray with cooking spray.
In a large bowl, beat the egg white until stiff peaks form. Add the water and vanilla and beat again until stiff. Add the almonds to the mixture and stir gently to coat the almonds with the egg white mixture. In a small bowl, mix the brown sugar, salt and cinnamon. Add this mixture to the almonds and stir gently to mix well. Pour the almonds out onto the prepared baking sheet and carefully spread them out into a somewhat even layer. Place the baking sheet in the oven and bake for about 60-75 minutesr, stirring/flipping every 15 minutes, until the almonds look and feel dry. Cool completely before serving or packaging.