I actually don't ever recall feeling the need to have a snack while playing, out of almost a decade of gaming. The closest thing I can think of is that last year I bought a six-pack of diet Pepsis and would occasionally have one while playing GTA4 in my dorm. But gaming usually distracts me from any hunger, and if I actually do want to eat I'll just take a break.
And I know a lot of people will disagree with this, but in my opinion Red Bull is one of the most sickening substances created in human history. If I want energy I'll drink coffee, it actually tastes good and gives me a noticeable energy boost. It also takes more than a sip to finish. [/rant]