Are the candy shells of M&Ms, Reese's Pieces, Smarties, and other similar types of candies known to have any taste?

Reese's Pieces defintely do, since their "candy shells" are made from chocolate:

https://en.wikipedia.org/wiki/Reese%27s_Pieces

The candy shell of M&Ms is made of sugar and corn syrup.

http://www.answers.com/topic/m-x0026-m-xae-candy

These would certainly have a sweet "taste," since sweet is one of the tastes. But if you meant "flavor," perhaps not.

Smarties (U.K. not the sugar candy of the U.S.) are coated with sugar, so a sweet taste applies:

https://en.wikipedia.org/wiki/Smarties

The crunchy candy shells have no taste its whats inside....yummy.

http://www.typetive.com/candyblog/item/mms_line/

Mars recently began offering new flavors of M&Ms that are exclusive to their website. These new flavors are "All That Razz"; "Eat, Drink, & Be Cherry"; "A Day at the Peach"; "Orange-U-Glad"; "Mint Condition"; "AlmonDeeLicious"; "Nut What You Think" and "Cookie Minster" and each has a flavored outer shell.

https://en.wikipedia.org/wiki/M&M%27s#2006.E2.80.93present