Start by peeling oranges, then cutting away the pith. Get as much of the white off of the peel as you can. Then place the peels in cold water to cover and bring to a boil. Strain and repeat for a total of 3 times. Rinse with cold water each time.
Place 1 part water and 1 part sugar in the same pot and bring to a boil. This will be your sugar syrup. Place the orange peels in the syrup and simmer until translucent. The syrup should remain at a simmer until you are satisfied with the results. I simmered mine for about an hour. This can vary from 30 minutes to 3 hours depending on how thick your peels are.
Remove (strain) from the syrup and lay out to dry. When they are partially dry (not soaking wet) place them in a bowl of sugar and coat. You can save the syrup and use it for iced tea or other cooking with sugar syrups, it is a great addition to a fruit compote, smoothies, or a pancake topping mixed with berries/syrup.
Allow the peels to dry until they are to your liking. The humidity and temperature will make a huge difference in your drying time, so be patient and keep an eye on them. I left mine out for a day on my counter, you don't want them rock hard, just firm and not wet. (in Arizona)
To finish them you can either dip them in dark chocolate, stripe them in chocolate, or leave the plain. They will be devoured either way. :)