NOTE: Vegetarian athletes might be interested in the new Traveling Vegetarian page on this site.
FAST FOOD: Ask for eggs and a low-fat muffin, or for cereal, milk, and juice. Sausage should be okay as long as you don't overdo it. Toast and peanut butter, or whole grain bagels, et cetera, may be available at some establishments. Some places might even offer Canadian bacon or egg substitutes for leaner sources of protein.
AT THE RINK: It's not recommended to eat breakfast at the rink, since breakfast is the most important meal of the day, but if worse comes to worse, most concession stands offer bagels and fruit. They might even have peanut butter for you.
BRINGING YOUR OWN: Many hotels rooms provide you with a personal coffee maker... excellent for heating water to make your own oatmeal if you bring instant oatmeal packets from home (or in a microwave if your room has one). If your room comes with a refrigerator, you might want to think about buying some of your own yogurt, cheese, or milk, at a local grocery store. (If your room doesn't have a fridge, here's a tip from personal experience: leaving perishable food on the windowsill to keep it cold, even in late February, is not such a good idea.) Many hotels give you access to milk at your continental breakfast; if this is the case, you could even bring along some of your own Carnation Instant Breakfast or other "meal shake" mixes.
FAST FOOD: These places usually offer salads and soups and the like, and as long as you don't eat burgers and fries at EVERY meal on your trip, the occassional trip to McDonalds, Jack in the Box, or Burger King is okay. A lot of these places also offer some healthier alternatives... baked potato instead of fries, grilled chicken sandwich instead of chicken nuggets, etc. Almost any decent fast food place has some offering of salad or vegetables (I'm all for going to Wendy's and asking for some broccoli on the side.) For some, Subway is a skater's staple during competition travel.
AT THE RINK: Some rink concession stands offer sandwiches, salads, and fruit, and some might even have a decent assortment vegetables. (It's rare, but it happens). It's ok to have pizza, a hamburger, or a hot dog, but don't make it a habit.
BRING YOUR OWN: If your hotel has a microwave, consider bringing some odds and ends or familiar "staple foods" with you, such as Easy Mac, microwaveable soups, et cetera. If you also have a refrigerator, you might be able to shop at a local grocery store for some deli meats, milk, yogurt, cheese, and salad fixings. (Again, don't put your perishables on the windowsill!) If you like meal replacement bars, these will do in a pinch, but they are not recommended to replace every meal. (See eating on the run for more details.)
If you have to get a snack at the rink, choose some fruit, vegetables, or low-fat pretzels if available. Soft pretzels aren't too bad, either, but beware of too much salt... the last thing you want is to dehydrate yourself prior to competition.