Sometimes when I go shopping I'll buy a bag of beef jerky and keep it for snacking on in my room over the course of the next few days. I like the stuff really.

Other times I'll buy like a pack of the mini-donuts/brownie bites that you can get from Sainsbury's (my closest supermarket) and keep one of those in my room so that when I'm having a long gaming session I can veg out and pick at that to save getting up and going to cook. Of course however due to work and other commitments I can also say my "long gaming sessions" now are few and far between.