You can sell your rare candies and gain money, to buy items that would be more useful for you.
Use them on other Pokemon
If you want to complete the Pokedex, you might have to evolve some Pokemon. To make it quicker you could use the rare candies to level up and evolve the Pokemon. However, Pokemon that are trained are stronger than Pokemon levelled up with rare candies.
Give it to someone
Some people may want rare candies, so if you don't need them you can give them your spares.
Hope I helped!