My son has decided that he really likes cookies and prefers them over a lot of other foods. We often serve him his normal, healthy food and tell him that if he finishes it or eats a few more bites, he can have a cookie. The power struggle between us and him is getting more difficult and time consuming. It is frustrating because it is hard to communicate to a child why he should eat food that doesn't taste as good as cookies, I can definitely understand his view!
You don't say how old your son is, but in any case I would have the same advice. Stop buying cookies. This reminds me of a true story I tell in Positive Discipline about a woman who told me her daughter didn't want to eat anything but potato chips. I asked her where her daughter got the potato chips and she said, "I buy them because she won't eat anything else." I don't mean to be disrespectful, but, "Duh!"
If you stop buying cookies, your son may have temper tantrums. Kindly validate his feelings of disappointment and don't say anything else. Allow him to have his feelings, but remain firm about not buying cookies. This is one example of the foundation principle of Positive Discipline--to be kind and firm at the same time.
If you get the principle of what I'm saying, it will expand into other situations. For example, put good food on the table and have healthy snacks available in a drawer or in the fridge. Then don't say a word about what he eats. When dinner time is over, clear off the table and throw away or store anything he hasn't eaten. When he complains that he is still hungry, smile and say something like, "I'll bet you are. I love you and I have faith in you. I'm sure you can figure out what to do about that." Then keep your mouth shut. He'll figure out that he can get the healthy snacks, or eat more at the next meal.
I have started emphasizing the importance of "connection before correction." For an excellent example go to the podcast where I interview Marianne McGinnis http://www.positivediscipline.com/podcast/index.html #49 and the supporting article on my blog at http://blog.positivediscipline.com/2007/10/workshop-results.html
I hope this helps.