We bring our own food, usually. When we used to game at my house, I supplied the food (why does the DM supply the food? That's frickin' UNFAIR, I say!), but now that we're at Squee's house, things have turned into Bring-your-own.
'course, being diabetic, I need to keep a lot of food on hand, and as the GM (who tends to move around), running a game is a lot of work. So I tend to eat a fair amount of food while playing. I usually bring about three bottles 1/2 litre bottles of diet coke, a bunch of chicken nuggets from Wendy's (they're not great, but you can eat 'em even after they're cold), a salad or two, and typically a bag of pretzels or sour cream n' bacon chips.
The rest of the group usually brings their own Wendy's food (it's the closest fast food place), although there's usually a case of donuts from Tim Horton's there, as well. The host snacks on something in his cupboard if he's hungry, and we all help ourselves to the coke in his fridge (he's cool with that).
I would *love* to do a potluck style game... but, I can't see it really working. We usually play in the living room, so if someone wanted food, they'd have to leave their seat to get it. I think a potluck only really works if the food is at the same table you're playing at. But, I dunno.