I have a hard time figuring out what to pack for my daughter when we're on the run because so many high fat foods also need to be kept refrigerated. PB&J (or honey) is an obvious choice, but Emma will only eat that if a friend is eating it and she can steal it away, she won't eat it if I pack it.
Cereal bars have become our new "go to" because they travel easily and don't require any utensils to eat. We usually buy the Kashi ones because they seem to have less sugar than other brands, but Kellogg's also makes one, as does 365 Organic... there should be a couple varieties to choose from at your market.
Ritz Crackers are also a good choice to carry around. You can get the Ritz Bitz in a variety of bite size flavors and they have quite a few more calories than goldfish or bunnies. (FYI, Ritz does contain HFCS if that is a concern, but there is an organic version you should be able to find that does not)
As far as fruits and vegetables go, avocado, bananas and raisins all travel very well and are more calorie dense than other choices.
Sometimes it doesn't matter how calorie dense your options are, if your child won't eat them then they do you no good. Obviously if your child will eat 15 goldfish and only one ritz, the goldfish is the better choice for you. However, it does take kids up to 20 times to like a new food so keep trying!