We started out using rotostak chocolate drops (they aren't real chocolate - real chocolate is poisonous to hamsters). He always wanted those! We moved onto healthier treats when he was a bit tamer as I realised they were full of sugar!
These seed treats sound healthy
http://www.amazon.com/F-M-Browns-Tro...Hamster+treats
Also occasional treats could be a monkey nut, a small square of cheese (really small), a tiny piece of banana - but these are more supplementary foods as you can't give them as much as we give treats when taming!