Jaggery is a completely unrefined sugar made from sugar cane juice or palm sap that is reduced (cooked down) and set into blocks. It has a wonderful, rich flavour, somewhere between molasses and caramel depending on the quality and season.
Jaggery can be found in most supermarkets with a good Asian section. The darker the colour, the stronger the flavour. Jaggery from the date palm tree is a winter specialty and quite rare. It is prized in the regions it is found and used to sweeten sweets. Muscovado sugar works well as an alternative.