My kids watch TV and know about the products that are targeted to children. I don't usually take them shopping, so these foods don't get bought. Even if I do have a child with me, they don't kick up a fuss when I say no.
The main processed food group that they get a say in is cereal. I usually buy them whatever they like (non-Nestlé) unless it's blatant sugarfest, as I figure that one meal a day isn't going to be a disaster for them. Saying that, they are fairly happy with Weetabix.
I'm not 100% sure of what they get at school, but I think the schools are trying now. At primary, they don't get chips, but I think they do have a lot of chicken nuggets, pizza etc. Whatever they have, the kids always come home starving, so they are using up more energy than they take in.
They can snack as much as they like at home, but this means a piece of fruit or a sandwich. I don't buy biscuits or crisps.
We go to McDonalds (because I'm tired, or been useless with my shopping) maybe once a month, and I still get a Big Mac for myself. Again, I don't think this is harmful.
What concerns me about McDonalds is they tell children that they have healthy options (fruit, salads) in such a way that children associate the McDonalds brand name with healthy food.