Natural treats for dogs?

I've been reading like crazy, in preparation for my MiniSchnauzer puppy, Allie. Many books and websites don't seem to recommend many store-bought treats, suggesting that some of the contents are actually harmful to dogs, especially because they could cause significant weight gain.

Of course, to train Allie, treats will be a must. :) I'm not interested in clicker training - that would end up being training for me, too.... I'd rather reward with love, praise, and a good, wholesome puppy cookie.

What do you use for treats at your house? I've read carrots are a good treat, along with apples and pears (peels removed), as well as watermelon.

Is there an easy home-made dog cookie recipe out there that won't make the house stink nasty? :) Are there any store-bought treats that aren't so bad for dogs?

Thanks,
Jennifer