I've heard that as well. Go sardines.
To add to the list, carrying around a bottle with whey + olive oil is pretty portable, but it spoils quicker than nuts or canned fish.
Another handy thing: pumpkin seeds. I think someone posted up the benefits of pumpkins in the Supplements and Nutrition board recently. The seeds contain a decent amount of fiber and protein. I get a bag by David's from Kroger for a few bucks.