I let her listen to her body and if she feels hungry I let her eat. Sometimes if I am in the process of making dinner or whatever meal, I will tell her no and have her wait, but that's only b/c the meal is literally ALMOST ready 
And this is totally what I struggle with.
1) I hate cooking but I do it out of what I feel is responsibility to do so. I try to plan meals that contain most of what he needs over the course of the week and also stuff that DH and I can stomach. We just can't afford for everyone to be doing something different, it's expensive! So I want him to eat what we have as a sit-down meal as a family and if he snacks, he's very less inclined to do so. And he's a really good eater but he just has a small tummy!
2) I want him to be able to distinguish when he is hungry and ask for food, so I feel badly telling him 'no you must wait' when he's always got to wait at daycare anyway, they have a very regimented snack and lunch program. So he can't just ask for whatever he would like there. At home I try to be more flexible, but our schedule just does not allow for a snack that close to dinner. And even the quickest of meals still takes time to organize. So there is a short delay from when we get home and for him to eat. He also hates that I am cooking when I get home and not paying attention to him, and I hate that too!
3) I am a firm believer that often our bodies will have cravings if we are lacking something. So for example, I worry that his cheese obsession means that he's not getting enough of something, calcium or something? He doesn't drink a lot of milk, he has a sippy before bed and I am guessing that's about 250 ml if that. He rarely finishes it, unless he's using it to stall bedtime (which has been taking place lately to the point where we might drop the milk). He has one small fromage frais or yogurt in the morning, would that cover off enough calcium? I'm sure he's getting some milk at school too.
My concerns are calcium and iron the most, of course vitamin C but he does have supplements. I want to try to cover this in snacks and meals combined.
Another issue I have is waste...typically go to a lot of trouble preparing a snack or meal and more than half gets wasted on a regular basis. Have really cut the portion sizes back too. He is literally eating like a bird.
Karen I LOVE your ideas but I just don't cook. I'm not remotely inclined to make our own snacks - ok well that's not true, I'm inclined if I don't have any other responsibilities. It's just too time consuming with our schedule. I do try some more complex stuff on weekends but even weekends in the summer are becoming social and busy. Perhaps down the road when there is more time I will be that cookie-making mom but I just ain't at the moment :-(
Sorry Martina not hijacking here, but was going to make a similar post too - you had it covered!