You've gotten some great ideas here (I'll have to try some with my picky eaters!). I didn't get through them all, so this may be repetitive, but a couple things have worked in my house even with my semi-picky husband.
First, Jessica Seinfeld's "Deceptively Delicious" cookbook has some great ideas of how to hide the healthy stuff into what the kids think is their regular favorites. It really does work!
I add pureed sweet potato (about 1/2 c) to my spaghetti sauce. No one can tell! I've also added sweet potato puree to pancakes and it has turned out fantastically. You might also try sticking dry oatmeal in the blender to get it into a fine meal, and then make it as usual but it won't have the same chunky-looking texture as normal, but the good fiber and all that will still be there.
Make sure that what your picky eater is eating is as healthy as possible. So, chicken nuggets that are all-natural and not full of processed stuff, whole-grain breads, baked fries (or at least not as much saturated fat--Alexia brand is really good).
Also, get him involved in making lunch, dinner, whatever. If he feels some responsibility to getting it on the table, he might be more inclined to try whatever it is. Additionally, if he likes apple sauce, you can show him how apple sauce is made and have him try bites all along the process from raw apple through to apple sauce (or work backwards since you know he likes the sauce).
Try and reinforce the good choices (apple sauce, cheese, spaghetti is actually good with all the veggies in the sauce), scrambled eggs, etc. and limit the not-as-good fries, pizza (unless its homemade), fried nuggets, chocolate and other processed foods.
Good luck! Now if only I could get my 1-year old to eat any veggies... :)