I've had many deep friend foods- we go to the county fair with friends every few years, and they have some very interesting tidbits to try.
Deep fried snickers are a lot of fun- everything good about a snickers bar, melted inside a corndog-esque husk.
I was not impressed by the deep fried twinkies. The first time I got it, it was just an oily twinkie, the second time... it was less oily, but still not good.
Last time, I did have ice cream that was 30% butter fat. It was very filling.
-kv