You can bring whatever food you want on the plane; even something you've purchased before arriving at the airport. The drinks they serve on SW will be small, so you may want to bring your own. The only issue there is that you can't take any drinks through security, so you'll have to purchase them in the airport AFTER you've gone through security.
DVD players and laptops are fine on the plane too. They have to be off during takeoff and for a little while after, then they'll have to be turned off again a bit before landing and stay off for the duration of the flight. The flight crew will make announcements about that. You will have to take a laptop (not a DVD player, though) out of your bags to be X-Rayed separately at security. Also, SW doesn't have any in-seat power ports on their planes so your laptop or DVD player will have to run on battery power exclusively.