Update (5/29/2012): I scanned a pack of M & Ms with the application Shopwise that tells me if a product contains gluten. If you are in doubt, I advise you to check them as well as your other favorite goodies. Feel free to leave me a comment with your suggestions.
I found a very interesting article: here.
I have not seen a medical validation and the recipes may have changed since.
Therefore we need to ask the manufacturers for a new validation.
According to this article, all M & M’s (except the pretzel-flavored ones) and Snickers….should therefore be gluten free, but Mars bars are not!
You can see the list on the relevant page.
When you are choosing products you can still treat yourself and stay gluten free!