I'm one that has to tote my own food in (along with 3 of the other adult skaters and about 5 of the younger skaters) due to allergies. We bring in an assortment of snacks: bananas, apple slices, various bars, fruit/vegetable juices, cheese, crackers, granola, nuts, etc. We have found that our snacks tend to be far healthier than those sold in the snack bar (and less dangerous).
The best thing to do is eat about 1-2 hours before you skate so your meal is not sitting in your stomach trying to digest while you are working out.