Lots of people bring in their own snacks and JennyT makes some good suggestions. If I'm going to see a long-ish movie and I know it will be over one of my normal meal/snack times, I bring in a banana or a protein bar. My conscience is clear with those, because I know the concession stand doesn't carry those anyway.
I have no problems with the occasional diet soda, so I'll get one, or at nicer theatres they have pretty decent coffee (I drink mine black, so calories aren't a concern).
Just to put it out there, have you considered eliminating your movie time snacking? What I mean is this - is the snacking such an integral part of the movie going experience that you MUST snack during it, or can you learn to divorce snacking from watching a movie?
Personally, I have tried really hard to learn how to only eat at designated meal/snack times, in response to actual hunger. It's a lesson I'm still learning, but it's been so helpful as I cut down on cravings that are triggered more by emotion or habit than by hunger or necessity. So, like I mentioned above, I only eat at the movies when it's time for me to eat.
Only you can decide what's best for you and what you would prefer. Heck, maybe snacks ARE part of the movie for you, and that's fine - then finding better substitutions is a great plan for making this journey sustainable.