some and any are words used when the exact amount is not important. I never think about when to use one or the other. I just use what sounds correct. After some research, I find that there are rules.

some is used in positive sentences
   I have some gold coins.

any can be used in positive sentences when used as it doesn’t matter which:
   Here are the gold coins. You can have any one you want.

any is used in positive sentences following never, hardly or without:
   We never have any gold coins.
   We hardly have any gold coins left.
   We now find ourselves without any gold coins.

any is used in negative sentences:
   I do not have any gold coins.

any can be used in a positive sentence when the sense of it is negative
   I refused to give them any gold coins. (I did not give them any gold coins.)

any is used in questions:
   Do you have any gold coins?

some is used in questions where we hope the answer is “yes”:
   Did grandpa give you some of his gold coins?

some is used in questions when offering or requesting
   Could I have some of those gold coins, please?

By the way, the title of this post fits these rules:
   Do you have any candy? (Used in a question.)
   May I have some? (Used in a question that is requesting.)