If you had to eat in one of them... then the City Walk (Pasta, Pizza) is the best in my view... though personally we just take a packed lunch and eat it in that restaurant (as there is the Harbour Side Coffee located in the same place).
There is an M&S with Food dept and a Waitrose in Windsor town centre. There is a large Tesco in Slough, and in Dedworth (west Windsor) plus a Tesco in Warfield, Bracknell. There is also an ASDA not far from the M4 Junction 6. Ascot has a Budgens.
Interactive map of Supermarkets, with opening times. Zoom out on the map and scroll around to find Supermarkets in the area.
Was at Legoland yesterday and had coffee from the machine at City Walk - big mistake, was not great. Hot Chocolate has gone downhill this season as well. So I'd suggest you only consider hot drinks from Harbourside Coffee, not from any other place.
Depending on where you are travelling from/staying, you will find that local bakers will often do sandwiches. For example, if in Ascot area... then Ann Marie Patisserie in Ascot and Sunninghill.
There is also a Sandwich shop in Debworth Road (about 0.8 miles from Legoland) map Munch4Lunch - 01753868413 - Maybe wise to call them to confirm opening hours.