I find marinated tofu bits - available from Waitrose - are a low calorie, low fat filling snack.

The other answers you see here are excellent but don't forget your pulses. You will need to befriend the pulse if you are going to be a successful veggie. The best snacking pulse food has got to be hummus, spread on pitta bread or crackers. And you could liven it up with slivers of dried apricot, which sounds a bit odd but is delicious. I'm banging on a bit here but f you are going to become a seriosu veggie this is vital stuff to know. Research has shown that mixing a pulse and a grain gives people who don't eat meat a pretty good nutritional approximation of its protein content. Its all about chains of amino acids or something horribly scientific. If you think about it, every culture where meat is scarce for spiritual or economic reasons, has a pulse- grain combo at its culinary heart. Rice and Dal in India: Noodles and bean-curd in East Asia... beans and tortillas in south America. So Hummus and pitta is much more than a snack. It's a winning team effort. And don't forget the UK's contribution to this edible double act: Beans on toast. I'm not kidding!

Avocados are another really great healthy and filling snack - either serve with a drizzle of really nice olive oil and lemon juice or with a filling of humous.

I would recommend a variety of nuts, such as almonds/brazils/hazelnuts. Not only are they tasty and full of protein, but they fill you up because you have to chew them so much!