I'm not sure if you want snack for at the gym or just snack where ever. Here is some of the snacks that I pack for my dd for gym:
Couple pieces of lunchmeat with cubed cheese
Homemade trail mix: Chex wheat cereal, yogurt covered raisins, various dried fruit, unsalted cashews, plain M&Ms, peanut butter M&Ms, Goldfish pretzels.
Cheese, crackers & pepperoni
Beef Jerky - excellent source of protein
Z Bars - basically Clif Bars for kids
Sharkies - which are organic sports fruit snacks. I consider these a treat and not a healthy snack, but she loves them.
Peanut butter & whole wheat crackers
Wheat pretzels
Sometimes I pack a salad, which includes spinach leaves, cubed cheese, grilled chicken, chick peas, croutons & dressing (one of her faves...)
There are probably others, but can't think of them right now.