Candy - Our favorite: Smarties for winning team, Dum-Dums for runner ups.
Books that support your content.
Certificates of achievement or faux diplomas.
Work incentives (like an extra lunch break, or getting to leave an hour early that day).
Food/beverage gift certificates.
Hotel Amenity kits: Good news: They'll be waiting in your rooms!
Prize Tip: Give everyone a prize--particularly if some trainees didn't have the opportunity to participate in the game show (even if these are smaller or "token" prizes). This way everyone can walk away with something.
Remember: Never let the prizes eclipse the game show. If things are getting too competitive try your next game without prizes, remind trainees that the real prize is learning the content at hand, or bring down the value of your prizes.