I don't know if you experience this but I typically spot someone eating while working out at least once every few weeks. I get the theory behind it, but for most of us, it's not necessary.
Unless you're working out for longer than two hours per day, you really do not need to supplement with high-energy (aka high calories) bars and drinks during your workout (or at all really). If you're worried about thirst, take along some water or even a sports drink (though keep in mind that most sports drinks are very high in sugar). If you're worried that you're too hungry to workout, then eat something light and easy to digest first or try and hold off until afterwards. If you are so starving you can't imagine going another minute without eating, then chances are you shouldn't be working out at that moment anway. Eating while working out is not only unsanitary for the gym, but it can lead to stomach cramping and discomfort.
Oh, and under no circumstances is it OK to eat a Subway Italian Sandwich while on the bike -- Don't laugh, I've seen it done.