Coffee and cigarettes.

Do they look something like these?
http://jocuridincopilarie.ro/imagini/diverse/gusturi-din-copilarie/pufarine.jpg

Those were very popular when i was kid. They are basically expanded wheat or rice with some sweeter. Don't know how are they called in English though.

To answer your question, i have a bag of Skittles around. I take one candy from time to time. I don't really like to eat while i'm gaming.

Coffee

I usually don't snack when I game. I will have a beer though if that counts!

Once in a while if I want some "finger foods" maybe a bowl of almonds? And once in a long while I get in the mood for these puffy orange snack "chips" (they're not chips - they're like worm shaped) when I play a game. Not often (again I usually don't snack when gaming) but it'll happen and I'll keep a bowl of those by the mouse. Which is a pain in the ass because I have to take constant breaks to make sure I don't turn my keyboard / mouse orange.

Nothing, I don't want to get my peripherals even grosser.

Oh Brian. Put those away!

I used to do some snacking, but now I try to limit it to water. 0 calories works well for me. :)

Also, snacking is rough on the gamepad/keyboard/mouse when they get dirty.

i often forget to eat or drink anything while playing. I never eat near my pc and stuff. I always have something to drink nearby, typically caffeinated, but i always forget about it.

White chocolate and cranberry cookies.
Washed down with red wine or green tea.

okay, that sounds ridiculously delicious.

*drools*

Note quite, they're closer to the attached pic. The only difference is that those are elongated and salty+cheesy, instead of what I'm talking about, which is round and sugar coated.

I try to do photosynthesis by absorbing the light from my laptop screen. It can keep me awake for many hours. When that fails, I'm with the fruit people. The sugar kicks in instantly.