I've wondered about this too, and as Ria says, I think opinions could vary. It would also depend on the type of hamster you have too, with Russian hybrids more prone to diabetes than Syrians and Roborovskis.
I have three or four types of millet sprays in my Syrian's cage all the time. He also has a little carrot and millet stuffed log, and a hanging seed thing. He nibbles occasionally at these things, but doesn't go over the top with them. I sometimes have to take his yellow millet out as he occasionally strips it completely and stuffs the whole thing in his nest.
He gets a walnut or peanut in a shell about once a week. Walnuts seem to be more of a challenge to get in. He also gets a piece of fresh veg everyday - usually just one of the veggies we've chopped up for dinner.
If he seems to go crazy over something I will take it out. He doesn't get the corn on the cob for that reason. He just hides and strips the whole thing. I caught him chilling out on a mound of the stuff in his nest one morning. He could barely fit in the nest anymore