I like to take Lara Bars for my DD6 and DD3. They are dense and filling and my two DD can usually split one bar between them. They come in yummy flavors like cherry pie, ginger snap, peanut butter cookie, and apple pie. The apple pie (to give you an idea) contains unsweetened dry apples, walnuts, raisins, almonds, cinnamon, and dates. All the ingredients are chopped/diced and it really is like biting into a very firm piece of pie. Since they are so compact, we pack a whole bunch in a variety of flavors. That way I can offer up a "coconut cream pie" to my DD when she looks longingly at a ice cream cart and says, "I'm hungry." (This would be ten minutes after breakfast, mind you.) I buy them at Whole Foods, but CostCo carries a variety pack now and then.
I have loads of fruit in the room, but we usually buy some of the yummy fresh cut fruit from the park fruit stands instead (the diced melon is usually a favorite).