How do I make candy apples not sticky?
You may not be getting your candy to the right temperature. If you go too low, the candy never hardens completely. Are you using a candy thermometer?

If they're fine at first, but turn sticky later, you could try storing them in a drier place (don't put them in the refrigerator, of course). You might also want to try rolling them on sugar (if the issue is with the entire coating) or setting them on a layer of sugar (if the issue is presentation), which can help reduce the stickiness (and doesn't look bad).