Hi! I like to level up all my shinies in Sw/Sh to Level 100, so I have lots of experience with this. This is what I'd recommend.
Level 0-30: Exp. Candies XS, S,
Level 30-60 Exp. Candies M, L
Level 60-90: Exo, Candies L, XL
Level 90+: Rare Candy
I'd recommend using Rare Candies on your level 90+ Pokemon because they guarantee a level per candy, unlike Exp. Candies XL which only give +30,000 Exp, which can either be too much, or not enough to level up your Pokemon by that level. Which means, you risk wasting them.
For the other levels, just play by eye. Obviously, lower-levelled Pokemon don't need as much to level up, so it makes more sense to use the Large Candies on your strong Pokemon, and use the remaining leftover smaller candies on your weaker Pokemon.
You can farm candy in Raids, and you can buy them in the DLC for 3 Dynite Ore per one XL Candy.
I hope this helps!