Someone else said Payday bars; I agree. Also, oatmeal creme sandwich cookies are good, and (if it's not too hot out) Rice Krispy treats give you a quick little shot.
A local ride, called the Chilly Challenge, every Jan. 1, is a 2+ hour group roll around town, during which we watch the local Polar Bears dip in the river. After-ride, we have a chili buffet/cook-off. Most years, it's pretty blustery. I've been on this ride a few times (work sometimes interferes), and oatmeal cremes got me through two of them.