Just buy everything that isn't made in the US - such as Oreos, Pepperidge Farm, Frito-Lay, etc. I think packaged cookies from the grocery store are always better than the ones in boulangeries/patisseries, unless you like macarons.

Most French people buy this stuff for their kids, who can eat as much as they want and get away with it - for now.

yes. the fat catches up later.

I would go for Madeleines, I think for a sweet little snack.

What I can think of as French local snack/pastries, though I have no idea whether they are sold in USA or not:

kouign-amann, superb when bought in Bretagne, but some Paris patiseries are selling it

Crepe dentelle, as a form of very delicate biscuit, and tasty as well

Palmier (biscuit in form of palmiers), as someone mentioned above

Marron glacé (glazed chestnut): I tried to make it once but it's not as easy as it seems

Google if you don't know those names

Have you seen the French men and women? Methinks they do not snack, just perhaps on cigarettes!