I don't eat lunch every day but cobb/chef/taco salads are definitely my favorite solution. There's a supermarket about a 30 min walk from my office (my coworkers think I'm strange for going there since I pass by a dozen mediocre restaurants on the way but I figure 60 min of sunshine is worthwhile).
The main hazard is the dressing--in the US at least it's almost guaranteed to be soybean oil so I stick to places that provide bottles of olive oil, vinegar, mustard, and pepper that I can blend on site.
Lots of: urban hiking, cycling, sprinting
Lots of: fresh meat, seafood, eggs, organs, tubers, starch fruits, vegetables, meat fat, dairy fat, oil fruits
Some: cured meat, dairy protein, sweet fruits, rice, pulses, tree nuts, oil seeds
Minimal: soy, refined proteins, sugar, liquid carbohydrate, grains, refined oils, peanuts