I always bring my own candy. Usually Reese's sticks, pieces or cups (love that PB). Uno and Rocky Road bars are also good movie-going eatin'.
I wish someone would invent some kind of popcorn in a bag that was self-heating. You know, like when you pull the cord on a lifevest and it fills up with CO2 but an instant heating unit instead that would heat the popcorn enough to pop it. I would take that into a theater instead of buying their crap. Either that or smuggle in my own microwave to pop it fresh.