Can I use Rare Candy on a Pokémon's first turn in play? For example, can I place down a Wurmple and then use Rare Candy on the same turn to evolve it into Dustox or Beautifly?
No, this is no longer permissible [per BW rules changes].
Source: PUI Rules Team (2003-09-11), PUI Rules Team (2004-07-22), PUI Rules Team (2011-04-11), PUI Rules Team (2011-05-05)

Relevant cards

Note: All applicable cards may not be listed below.
BW10_105
BW10_85
BW5_100
DP4_102
EX13_90
EX2_88
EX9_83
HGSS2_82
POP5_7
POP8_10
SM1_129
SM2_165
SM7_142
SWSH1_180
SWSH1_180
XY5_135