If they are allowed to get fast food when they're out, there's not a lot you can do about it.
However, if you are supplying the "on the go" options, then they can be healthier. It takes more effort to plan traveling meals, but it's worth it.
Pita sandwiches, good meats rolled in wheat tortillas with dijon mustard and lettuce, pasta salads made with healthier marinades/dressings, homemade pizza instead of what you buy (loaded with sodium and fat) from the chains. There are a number of things you can do to help your kids stay healthy, especially if they're athletes and need the good foods to keep them going.
Remember this too: Your kids are getting to the point where you're going to have to let them make their own choices, even if you don't like them. If you supply the healthy options and they opt out, remember that you've given them a foundation of healthier eating. Eventually, when they're fatigued, sluggish, or irritable, you can remind them about eating better and see what happens then.