If there is a grocery store available, that is the best choice. Check out The Top Ten Low-Carb Grab and Go Choices in Grocery Stores.
More prevalent, especially at all hours of the day and night, are convenience stores -- usually a wasteland of processed carbohydrates, sugar and salt -- but believe it or not, there are low-carb snacks to be had here, if you know where to look. Obviously, there is a difference between a small shop at a gas station and a larger chain convenience store. But here are some low-carb options I've seen at various convenience stores near me:
1. NutsNuts are one of the easiest things to grab at a convenience store, and are often the best choice. Nuts contain protein, fiber, and healthy fats, so they are satisfying as well as being tasty. Peanuts and almonds are the best choices, at about 3 to 4 grams of effective carbohydrate per ounce. Cashews have about 8 grams of effective carb per ounce.
Caution: Read labels carefully when buying flavored nuts. Many of them have sugar added.
2. Sunflower and Pumpkin SeedsSeeds are another great choice at 2 to 3 grams of effective carbohydrate per ounce. Again, watch for flavorings. Some flavored sunflower seeds not only have sugars, but unhealthy trans fats as well.
See Chart of Carbs, Fats, and Calories in Nuts and Seeds
3. Cheese SticksCheese sticks, such as string cheese, are good snack choices at about 1 gram of carbohydrate per stick.
4. Raw VegetablesI'm starting to see more packages of these, and some are good choices. Celery is an excellent choice, as 3 ounces of celery has just 1 gram of effective carbohydrate. 3 ounces of carrots has 6 grams of effective carbohydrate, and 3 ounces of broccoli has 3 grams. Look for a low-carb dip to go with them if you like, or pair them with peanut butter if it's available.
5. Hard-Boiled EggsOccasionally you will see hard-boiled eggs in the refrigerator section.
6. Jerky and SausagesBeef or turkey jerky are commonly found in convenience stores along with similar products such as Slim Jims and other plastic-wrapped meat products.
Caution: Many of these products have a surprising amount of sugar. Read packages carefully. Some don't have nutritional information, so look for sugars in the ingredient list (list of ingredients that mean "sugar").
7. Pork RindsPork rinds, or chicharrones, can often be found with the chips and other bagged snacks. They are often flavored in various ways, but almost all of them are low in carbs. Although pork rinds may sound very unhealthy, their greatest problem is that most of the them are loaded with salt. Depending on how they are fried, most of the fat is usually monounsaturated, and about a third of the fat is saturated. Also, they are "fluffy" so the calories per serving is not high -- usually around 80 to 90 calories.
8. Sugar-Free CandiesOccasionally I see sugar-free candies in convenience stores. However, care must be taken to avoid the higher glycemic sugar alcohols, such as maltitol. At the bottom of this page is a chart of sugar alchohols.
9. Hot DogsThis is sort of a "last resort" item, and I know what you're thinking: "a hot dog without the bun?" Even if you're willing to eat it with a fork, the condiments slide off. But there is a way, even without a fork. If you wrap it in a low-carb tortilla (carry it in a plastic zip-top bag), you can make a low-carb hot dog wrap.
10. BeveragesWater, sparkling water, and diet drinks (including diet iced tea) are all low-carb beverage choices.