I make fudge from scratch, and after a few tries it is very quick and tasty. Here's the recipe, based on this:

Ingredients:
2 cups sugar
1/2 cup cocoa powder
1 cup whipping cream
4 Tbsp butter
Candy Thermometer

Instructions:
1. Combine sugar, cocoa and milk in a medium-size pan (don't use a small pan!)
2. Bring to a boil, stirring the whole time.
3. Simmer without stirring until it gets to 238 (soft ball). Watch it carefully the first time so it doesn't boil over.
4. Take off the heat and stir in the butter.
5. Stir with a wooden spoon for a long time. The longer the better. I usually stir for 5-10 minutes, until the fudge is more cohesive than adhesive.
6. Add extra ingredients (if you're using any): vanilla (1 tsp), chopped nuts, red pepper, etc.
7. Pour into a flat container. The original recipe recommends a greased 8x8 pan. I've started lining a smaller bread pan lined with wax paper. That way you get the usual fudge brick.