Veggie burgers can be a nice snack (with or without a (whole grain / whole wheat) bun). Just be sure to read the labels and not to load them up with toppings / condiments. It's not a bad idea to microwave two frozen veggie patties and put a slice of cheese inside. It's like a double cheeseburger, with no meat or bun...
Have you tried turkey pepperoni? That stuff is pretty darn good! It's got around %70 less fat (the brand that I buy) and goes great with jalapeno' cheese sticks (made from part skim milk). Snacking on those two gives a good amount of protein while keeping the sugars / carbs pretty low.
I always keep a few protein bars in my desk drawer. I'd much rather eat a peanut butter Cliff bar then stop off for a candy bar at the snack machine at work.