No I dont think there are ugar free M and Ms. But if you are looking for a healthy alternative snack try a carob bar. They taste like chocolate but dont contain suger. (find in the international aisle of supermarkets).
I don't believe that they make M&M's without sugar, but to be honest that may be a good thing. The artificial sweeteners that they use in food and sweets can actually be more harmful then the sugar itself.