Buy almonds, unsalted, in the baking goods aisle. Snack on those when you get hungry - one handful goes a long way towards satiety.
Eat foil packs of tuna. Lots of omega fatty acids (good for you), low in calories, high in protein. Buy flavored tunas (I believe labeled Tuna Creations by Starkist) for variation.
Buy whole grain breads and make toast. Buy almond butter and butter your toast.
I second the Nature Valley products, but buy the their dry granola bars (as pictured in someone else's post) since they're lower in high-fructose corn syrup than the coated ones.
Apples are good, as someone else mentioned, but for convenience, I buy little cups of fruit packed in light syrup, then I drain the syrup. Or cups of applesauce with no sugar added. That's key - no sugar added. Sometimes those cups approach the same sugar content as cans of pop (or "soda" for you others).
Kashi makes a great, fairly healthy snack cracker called TLC (Tasty Little Cracker). They're really good.
Buy Dannon Light & Fit yogurt. The Light & Fits are much lower in sugar than regular yogurt cups, which, like the fruit cups, can have lots of excess sugar if you don't watch it.