I don't like to eat snacks because I can't stand it when my controller/KnM get dirty, and I generally have to slow down or stop for a few seconds to stuff my mouth. I didn't have the heart to tell my friend that I watched him get assassinated and didn't lend a hand in last night's game of Assassin's Creed: Brotherhood because I was eating a sandwich.
But, I generally like to have a nice drink for myself as I play. It's usually a huge glass of my favorite fresh brewed tea. Hot or cold, depends on my mood.
If I'm going to join in a boisterous and abusive session of coop gameplay with a friend or two, I'll usually open up a beer.