When we go to the movies as a family (rare!) we do buy one popcorn for all of us to share, and one soda for DH and I to share.
For the kids, I bring juice boxes - they don't drink soda, and the theater doesn't sell juice, so that is their drink for the movie.
I know this is breaking the rules, but if they don't sell something my kids will drink (other than water, of course), what am I supposed to do? I would play by the rules and buy their beverages but they don't sell the ones I want.
Anyways, we go to the movies so rarely that the expense - and unhealthiness - of the snacks isn't something I worry about. We go about 1 time a year on average with the kids, and maybe one additional time per year, just me and DH for date night.