I don't purposefully eat them as a snack, just steal some when I get ready vegetables for the grill in the summer, but I like carrots with Lawry's seasoned salt too.
String cheese (or cheese in general) and yogurt are primary snack staples for me. The big blast of protein is a good filler. I get flavored Greek yogurt these days to up the protein factor.
I like to snack on dry cereal too. Wheaties and Cheerios are my favorites to eat dry. Frosted mini squares (whatever the Malt-o-Meal name for them) are also good if you need a sweet snack. Just put some in a cup if you want to avoid eating the whole box/bag!
Eggs! I like to hard boil several and keep them in the fridge for a snack.
Strawberry and other fruit leathers from Target. The Archer Farms brand has 25 to a box, at which point they become almost economical, especially if they're on sale.
Peanut butter + butter on bread. Sometimes like a sandwich, sometimes just one slice. I know some mamas are nervous about consuming nut products during pregnancy, but I like PB too much to say no.
Lots of fresh fruit. I keep bananas and apples around usually. And unsweetened applesauce. I get other fruits (pineapples, strawberries, raspberries, grapes) but generally only if they're on sale. Fruits are also great for when you're craving something sweet. Raisins and other dried fruits are OK, but be careful because it's easier to overeat them than fresh fruit. Or canned fruit but try to look for light syrup to reduce the unnecessary sugar/calories. I keep the individual serving fruit cups in the cupboard ... sorry, Environment.
I'm one of those "sick" people who likes to snack on vegetables, so I keep frozen peas, carrots, and mixed veggies in the freezer and heat some up in a coffee mug in the microwave when I want a snack. Not as nutritious as fresh, but tasty to me. Carrots if you like them--but skip the ranch dressing!