Well, we use Walmart generic brand "Ol Roy" Tiny T's for treats. They look like t-bones and smell like beef jerky. So much so, in fact, that my 12 year old (and yes, she is blonde!) just *had* to taste one to see if it tasted as good as it smells. Well, to her, it doesn't but Chili loves them. Just pick up the bag and he comes running.
Cheese is a great treat, too, for training. A lot of professionals use cheese, since most dogs go nuts for it. Word of caution, of course, is that cheese is high in fat and not good all the time -especially with small dogs. Really, I would suggest just trying different things until you find the one that your pup goes nuts over.
I got some low fat, low calorie treats at my vets office that Marcus adores they are called cheese pupcorn, vaguely dog shapped treats with cheese powder (it looks like) on them, I break them into small pieces and they work great. Of course Marcus is a vacumn also and will eat anything which explains why he's on low fat treats, rofl.