I second avacados. They're always the first food I offer my babies, and they still love them now. We eat them in lots of ways: with tuna salad made with pesto instead of mayo in the middle; with goat cheese (which might be a little much for baby, you'd just have to see); with gazpacho (mmmmmm....) on top of chili; with cottage cheese salad (cottage cheese, tomatoes and green onions-again, baby might be sensitive); in burritos and tacos; on burgers and sandwiches; in salads...we like avacados.
As far as just sitting and nursing with a snack, and especially if you have a sweet tooth, I'm all for anything that has its own wrapper-bananas (I'm totally being hypocritical here- I loathe bananas LOL), apples, grapes, clementines (easy to peel) grapes, anything like that.
I also like fruit salad: grapes, apples, pineapple, raisins, coconut if you like it, and plain yogurt.
Fruit salsa and cinnamon chips (for salsa, cut up an apple or two, some strawberries, raspberries, and whatever other berries and pulse them in a food processor with a T of seedless preserves. You can also add some mint) This is great with a dollop of sour cream or plain yogurt on top. Dip cinnamon pita chips in it, and ohhhhh, the sweetness!
And honey, make yourself some cookies! Use a great recipe that you know you like, but cut the sugar back, and halve the flour with whole wheat flour (especially if you own or know someone who ownes a mill) and use 1/2 the measurement of chocolate chips, but use minis: that way, you still get chocolate in every bite, but you're not using as much chocolate. Good trick, it works, saves you money, and you can make two batches instead of one LOL. You can also add some nuts for protein, and there you go, nutrition 
CedarGirl: What an awesome present, I'm so stealing that for the next person I know who has a baby. Heck! I might even fix myself one before this baby's born!
Blessings,
LillyLou