I'm not saying these ideas are all healthy but if you have a child with a gluten allergy, these snacks are "healthier" than a snack with gluten in it:
Fruit snacks (Betty Crocker brand), potato chips (check for wheat or malt), Dora the Explorer cereal, popcorn, fruit, gluten free crackers with peanut butter or cheese, cheese, Yoplait yogurt, ice cream
My kids are both gluten and casein free so they don't eat cheese or yogurt but one or both of them will eat all of those ideas.
Here's a link to a list of gluten-free foods to start you off.
http://www.dallasrock.org/pdf/ManyThingsToEatRightNow.pdf
I think if your son has been eating so much shredded wheat and you are seeing behaviour changes, you are onto something! Some people even believe if you crave a food and eat it uncontrollably, it might mean you have an allergy to it. I know all of the things I used to binge on had wheat so I tend to believe it. Good luck getting a doctor to believe this. Sometimes you just have to go with what you see.
FWIW, her therapist and I believe my difficult child was headed to a bipolar diagnosis before she went gluten free.
It is a hard path at first but it gets much easier. It doesn't have to be costly.