Boteco's are such a big part of the dining scene in Rio and other Brazilian cities that a contest is held each year to name the best one.
Two snacks that you are pretty much guaranteed to eat in Rio are the pão de queijo and açaí. Pão de queijo (cheese bread) is made of cassava flour and cheese and is a gluten free diner's carb-loaded best friend. The cassava gives them a chewy texture that is enhanced by the gooey melted cheese inside.
One of my favorite places to get pão de queijo is at a small restaurant in Santa Teresa called Cultivar where I also order an açaí. Açaí berries were all the rage a few years ago in the US as the next big diet/health food craze, but in Brazil it is a daily staple for some. The berries are rarely eaten in their natural form and usually come in a frozen pulp mixed with sugar and served like a kind of soft-serve Italian ice. People often order it with granola and banana on top or mixed with other fruit pulps like strawberry.
Two other fast food items that you can find nearly anywhere in Rio: pastels and tapioca. Pastels can typically be ordered at both lanchonetes and botecos, while tapioca is more typically found at food carts throughout the city. The pastel is like a deep friend empanada (though they are sometimes baked). Fillings are pretty typical (ham and cheese, ground beef, shrimp) and the real greatness of a pastel comes from when they are filled and fried to order right in front of your eyes.