There are some good gluten and dairy free foods in the organic/natural section of quite a few grocery stores. K-toos has some good cookies which are almost as good as Oreos. Udi's has quite a bit of good stuff. I found some good granola bars which are also gluten and dairy free, and some good mixes for making cookies and stuff at home as well.
There is an app for the iPhone called ipiit that will let you scan the bar code of foods and tell you if the (preselected) foods you need to avoid are in it or not, without going over every ingredient list.