Here are a few that we've done.

First off, for the apples, instead of brown sugar we use red hots.

Here is another one, if you like bananas (I don't, but...). Anyways, take a banana, cut a flap lenghtwise so that you can get at most of the banana. Remove some of the banana and replace with mini marshmellows and mini chocolate chips. Replace the flap, wrap in tinfoil and place over the coals for a little while. Remove and eat.

Another nice little way to spice up marshmellows over the fire is to add a caramel square. Just push the marshmellow down a little further and place a caramel square on the end of the stick. Brown the caramel and marshmellow then when you remove the marshmellow, it pulls up and over the caramel.