I find that each one has their own quirks about snacks. My stallion took those carrot flavored snacks from me at the breeders farm and his eager easy going way of accepting me was one of the things that made me decide to purchase him. However, I've found out that those carrot flavored snacks are the ONLY things that he will accept. He doesn't want any other flavor. He doesn't like candy and will acctually drop it out of his mouth. He doesn't even like the molassas "horse cookies". He had to "learn" to accept real carrots (and I only feed the tiny baby ones). He's very picky about what and who he'll accept things from.
My gelding is not so picky as long as it comes from a person's hand but put something different in a bucket of feed and he might not touch it for a whole day.
My filly on the other hand will eat anything that you offer her. She like the flavored treats, peppermint candy (I use the wrappers to crinkle for attention in halter), horse cookies, and at a show this summer where it was very hot and my daughter was eating ice -yup, filly even ate ice cubes.
That's what makes these guys so great - they each have their own personalities.