I've been on this same diet for about 6 months, and I am still in mourning over some of my favorite foods that I can no longer eat, but it does get easier as you go. Here are a few things I have learned so far.
A few key words to look for at the store are "gluten free" (no wheat) and "vegan" (no eggs/dairy). There are some good cookbooks at the library. When researching good recipes, look for Celiac (no gluten/wheat) and Vegetarian.
Focus on what you can eat: meat, fruit, veggies, all grains except wheat. That leaves corn, millet, quinoa, oats, rice, etc.
In order to maintain sanity, don't eliminate - substitute:
Breads - wheat free breads and mixes can be expensive. I have found that anything with garbanzo bean flour leaves a nasty aftertaste, but there are some good breads out there. Pamela's mixes are good, and millet bread from http://www.samisbakery.com/ is a great substitute for sandwich bread.
Pasta - Quinoa pasta is a good equivalent for regular pasta, and it makes good spaghetti. Rice pasta comes in fun shapes, and is good for soups. The flavor is too bland to hold up to spaghetti sauce, though (it tastes like you are just eating the sauce)
Milk - rice milk, soy milk, nut milks are all good for drinking/cooking, depending on what flavor you like. I've heard that hemp milk is better for baking since it is creamier, but I haven't tried it yet.
Yogurt - soy or coconut milk yogurt (if you like it). I have heard that silken tofu is a good substitute in cooking, but I haven't tried it yet.
Sour Cream - IMO has a tiny bit of whey if you can tolerate it in small portions. Silken tofu also works in recipes.
Cheese - ask your doctor if you can have sheep or goat cheese. I know, I was skeptical, too, but places like Trader Joes and Top Foods will let you taste it before you buy it. Some are quite good.
Eggs - mix tablespoon flax meal with 3 tablespoons hot water (for each egg needed) and let sit for 10 minutes (or microwave for 30 seconds) until the consistency of egg white. This makes a good binding substitute for egg when breading meat, for meatloaf, and for some baking recipes. You can also try Ener-G egg replacer for baking, but I haven't had much luck with it making things rise properly yet.
Snacks - potato chips, Fritos, and popcorn (no real butter) are all safe. Some corn chips/taco shells have flour, so check the label. Glutino Pretzels are better than regular pretzels, and Ener-G Wheat Free crackers are very good.
Desserts - Cool Whip and some canned whipped creams are dairy free. Who knew?? For ice cream, think sherbet/sorbet/popsicles - check the labels for milk. There are some good gluten free bakeries out there, just do an internet search.
Flour - you will need to buy a variety of flours for various uses. Wendy Wark's Gluten Free Flour Mix is the most highly regarded as a 1:1 substitute for flour. You can mix it yourself http://www.celiac.com/articles/655/1/Multi-Blend-Gluten-F... or buy it http://www.glutenfreemall.com/catalog/authentic-foods-mul... Shop around for the best prices. Oat flour works good for breading meat, and brown rice flour and corn starch make good gravies.
Whole Foods is a good place to shop if you have one nearby. Fred Meyer has a pretty good allergy-free section in the organic/homeopathic area. I even found wheat/egg/dairy free waffles there the other day. There are some good hot and cold cereals there, too. Experiment and see what your family likes. Try one of each brand until you all are happy.
We will get through this, one meal at a time!