I like chickpeas, I find that they fill me up really well (half a can or so plus some leafy greens and tomatoes + vinaigrette is quick, tasty, healthy and somehow manages to be filling. it amazes me. it's for lunch today, actually).
And lentils, with lots of spices (maybe not much protein in them, though?). And I made quinoa once and it was pretty delicious, though it took a while. And eggs/yogurt/cheese/milk, but especially eggs. Eggs are awesome. You can scramble them and mix them into stirfry if you don't like full-on egg flavour.
I think nuts are ok though, unless you're eating more than a handful (or two, even) at once. Fat isn't a bad thing until you get to excessive quantities. You also don't have to have protein with every snack, although for meals I try to have some if it's not too much trouble.
edit: plain yogurt could be packed into little (secure!) containers, if you have suitably sized ones (I'm assuming you probably do). I should try that, actually. I bought some mini-yogurts and I've found that they're so sugary that they're unpleasant to eat, since I'm used to the plain sutff. blegh.