I prefer meat-based high quality dog treats (which have an added benefit in that I can leave in my training pouch without worrying that they'll get moldy. (I used to forget my cheese in my pouch and it'd get moldy
Wellness Core Meat (Jerky) Treats Venison is easily the favorite around here. I use these for introducing a new task/command. The bits are already training size, though I often break them in half once my dogs have the skill pretty well down and we're practicing (to avoid calorie overload).
She likes the Duck and Kangaroo in particular. (I can't feed them to my other dog because he's allergic to rice, which the strips contain a little of). They're big enough to cut in half to stretch your budget, and they don't contain any funky preservatives.
I buy some or all of these treats at any of the stand-alone or better chain pet shops around where I live. You won't find them at the pet superstores, but you should be able to find them!
I use chicken weiners. I don't cook them. I slice them up lengthwise twice (ie, quartered lengthwise), then chop the pieces into cubes. I package the cubes two weiners per baggie (I'm using milk bags now) and put them in the freezer ready for use anytime. Weiners are pre-cooked meat (I'll eat Schneiders raw myself, but never tried the no-name chicken weiners). The only draw back is that chicken makes the dogs grabby and toothsome.
For camping and other times when spoilage and refrigeration is a problem, I use Old Roy Semi-moist dogfood from Walmart. This is junk food, but the dogs are nuts about it. A little junkfood is okay once in a while, me and the dogs both. Old Roy travels well, but it contains corn syrup, aka sugar) so I wouldn't use it regularly in training.
These are the high value convenience treats.
More expensive suggestions, dehydrated liver and charlie bear dog treats and Roll-over.
I used to use cheese, but it turns to goo on hot days and the chicken weiners win out over everything else anyway.
Milk bags, cleaned and dried of course, make great bait bag liners. If you roll the top edge half way down, it'll be just the perfect circle tube shape and will stay up and open. Just a suggestion for wet messy treats.
I guess what a "high value" treat is depends on your dog. To some dogs, a nice tug rope or Kong are a very high value reward that can be used effectively in training. For others, it's certain food items, especially human foods like Hot Dogs.
I have a jar that has freeze-dried liver and liver treats in it that I use for a lot of training. When I need a really high-value (and small) reward, I use peanut butter on a spoon (or my finger) and fish paste because my dog absolutely LOVES those.