Personally, I don't think adding chocolate or cocoa or whatever is even needed to make a good beer that evokes chocolate. To this day, the most "chocolate-y" beer I've tasted is a sweet stout I made a few months ago, that continues to knock the socks off everybody who tries it. I cobbled it together, taking elements of two previous stouts I'd made that I really liked, which is why some of the quantities look a bit random.
10gal batch:
10lbs 2-row
7.5lbs maris otter
2lbs 2oz Crystal 60L
1lbs 10oz flaked oats
1lbs 4oz chocolate malt
1lbs 4oz roasted barley
8oz black (patent) malt
8oz lactose
1oz magnum (14%) - 60min
1oz EKG (5%) - 15min
Windsor Ale Yeast
With my setup I got 1.073 OG and about 1.032 FG.
The Windsor yeast is an important element because it does not attenuate very strongly, which leaves you with a sweet beer. I thought the 1.032 was way too high based on what I read on the internet, but you can't believe everything you read; the beer is damn good. It's definitely more of a "dessert" beer that you have 1 at a time and savor rather than chug, but it's a keeper recipe for me.