Obesity isn't the only thing you should be concerned about. There are a lot of skinny people out there who are not healthy at all. Bad foods are hardly recognized as "food" by the body, so they impair normal, healthy function - everything from bowels to behavior. The foods you mentioned as healthy also contain a lot of sugar (almost 17 grams in the whole grain bar!), yet without the fiber necessary to slow its absorption and avoid "sugar rushes" and yes, even the accumulation of fat cells later.
The food children eat can effect them pretty dramatically, yet people always seem to say things like "my kid eats ___ and is fine", but by what /whose measure? By eating processed foods, you can be setting them (and yourself) up for weakened immunity/impaired ability to fight sickness (and people think chronic ear infections,etc are NORMAL in babies/kids?), behavior and learning issues, and, perhaps most importantly, a lifetime of poor eating habits. Preservatives and artificial colors, for example, have been directly linked to allergies, asthma, ADHD and other behavioral issues including depression - even in children! Those things considered, are there many things more important that what you put into your body - or your child's?
There is a nasty cycle that's prevalent today where parents allow their kids to eat junk, wonder why they're being defiant, having trouble in school, or depressed, take them to a therapist and put them on a drug that hopefully will "fix" them. These same people will say that they can't afford to eat better? Even in far less extreme cases, you'll end up spending more in sick days home from work, medicine for persistent sickness and allergies than you would have if you spend a little more, or took a little more time, with real food. The attitude you are demonstrating, I would think, is pretty typical which is why these "food" companies continue to be successful and our kids, health-wise, continue to fail.
We eat "clean", which means we try to keep things as natural as possible - no artificial (chemical) ingredients. This doesn't always mean organic and it doesn't always mean expensive! You just have to spend a bit more effort reading labels and being attentive to what you're putting in your system. We shop mostly at Trader Joes, but even Target and Wal-mart are getting better at carrying more natural foods. We do not deprive ourselves of things we like! We've been able to find versions of everything we enjoy (even snacks) that don't contain the junk.
It IS worth your efforts! My son is 18mos and picky now, too. He used to eat everything and now only eats a few things, but for the things we does eat, I am sure to make them as "nutritionally dense" as possible by adding in fruit/veggies purees, flaxseed meal, and supplementing with a liquid, whole-food vitamin.
Kids only know what they're exposed to. If you take care to not expose them to the wrong things early on, it's much easier to "train" their palates to like the good stuff.
If your son loves "chicken" nuggets (that are usually random parts of chickens processed beyond recognition and held together by scary ingredients like petroleum products and even formaldehyde, then flash fried so they can be "baked" later) start to lead him toward a more healthy option by making your own! It doesn't take long at all - you can bread and bake them - and while he may notice a difference, if you're persistent it will become his normal.
I'm sorry for the novel - I'm pretty passionate about this and wish more people knew how food really affects us! Just trying to pass on the info. When I first learned about a lot of this it made me so mad ("Why didn't anyone tell me? Why are they still selling this garbage and calling it food? Why are they keeping kids sick and unhealthy?!) Knowledge is power!