I have the same trouble!
Sainsbury has recently updated it's free from, but snacking is tricky.
Top tips if you can eat rye - ryvita are wheat free. not that nice, but with hummus or something they are passable.
If you have a Waitrose nearby, then buy their German Style Rye Bread' ignore the other ones as they all have wheat. That one is good with lashings of peanut butter or jam and good as toast. It is a heavy loaf and a pain to cut sometimes so you're unlikely to get through it in a few days. So, buy one, cut up at least half and freeze - then you always have toast on hand when you need a snack. Too much can give you windypops though so avoid too much in a few consecutive days!
I make sure I get some potato salad in the fridge most weeks as otherwise I end up eating biccies for lunch!
Nairns do an oat biscuit that's nice. Only the ones in a box are wheat free it seems. I like the mixed berries ones as they are not too sweet. Also, they come in packs of 5 inside the box, so you can limit yourself! They are not too sweet, so good for a snack.
Cereal bars are hard to find without wheat, but there are some around. There's one in a green box that i've forgotten the name of.
Corn crackers are ok, but quite frankly I give in and eat normal bread sometimes cos I find it hard to feel full sometimes. I do end up eating cereal for snacks too as it helps a bit. I usually eat Jordans crunchy cereal as they don't have wheat in.
Other things are rice noodles. King Soba is a good brand - usually in tesco.
Tesco and Sainsburys definitely have the best ranges - I often shop at different supermarkets just to get different stuff.
Many 'free from' cakes and things are full of enormous amounts of fat in the shops. Have tried baking GF but not too successful. A basic fruit cake worked the best, although I've not tried bread.
Genius is a brand that some supermarkets sell of bread and that is ok, but I usually stick to the German Rye as it is filling at least.
Buckwheat is also good so you can make tasty pancakes - but i've not tried baking with it properly.
For those avoiding dairy that have posted here, don't forget that buffalo mozzarella is not made by cow's so is great to use for summer salads. Does annoy me that avoiding wheat and dairy costs so much though!
Hope that helps