Mealworms. A member on here (Clay in Iowa) has been giving his young chicks mealworms. He says they go crazy over them. As a added bonus, mealworms are very high in protein, which gives the chicks a little boost. You can buy mealworms at most pet stores that have reptiles, or you can order them online. They're relatively cheap online until you add the shipping.
I have given chicks some plain yogurt from time to time. I mix it with a small amount of quick oats. They will probably look at you like you have given them something poision at first, but once they dig into it, they go crazy. Any treat you give youngsters should be in small quantities at first. I have also given chicks earthworms I find in the garden. Same concept as mealworms, but you can usually find them in your backyard.
ETA: I would say any critter you can find out in your yard (crickets, grasshoppers, ect...) would be fine treats. It's also some cheap entertainment.
Hope this gives you some ideas.