Here are some of the frugal snacks we eat around here:
Store brand pretzels, microwave popcorn, fruit, veggies w/dip, and anything we have a good coupon for that we can get for a few cents. Usually a lot of new products. The kids have gotten used to only having it once or twice and then switching to something else. For the little one we have fruit snax (with double or triple coupons).
Also, we like ice cream when we can get it $2 or less for a half gallon.