I sometimes feed my girls Zukes Super treats, the berry or greens ones. The Zukes are great because they can also be broken up into smaller pieces and would be good to carry around with you -plus they're somewhat healthy for a processed treat. I am not sure where you live but I also feed "Northern Biscuits" they fit perfectly snug into the kong so are great to give when you are going out. Other than that, like Melissa I mostly feed fruits and veggies as treats. Frozen blueberries are a favourite but really they will eat absolutely anything I give them including cherry tomatoes (cooked tomatoes are good for the heart), cucumber, broccoli, green beans, mint, basil, banana etc. Just make sure to give in moderation - I only give one or two treats per day otherwise they will become overweight quickly.
As for food I feed a combination of Honest Kitchen raw food and Acana lamb formula. I used to feed the grain-free Orijen but found it too rich for their systems (they didn't adjust after several months). I find they do really well on the HK and the lamb formulas. I also buy the smaller bags and usually have to buy a bag every month.
Also, as for jogging, it is not generally recommended to run with a cavalier. Many have short snouts and breathing problems that simply cant handle running. Lady will run short distances with me (she is extremely energetic and doesn't tire easily) but honestly she doesn't like it that much. Gracie cannot run and I would never make her because I know she would have a very difficult time. Make sure you speak to your vet before starting to take your cav for jogs.
It's interesting that you say you wanted an active dog that could keep up, since Cavaliers are generally known for being couch potato lap dogs. While some are more energetic than others, they aren't what you would usually call an active breed.
Lady (1.5 year old tricolour) & Gracie (4 year old blenheim)
"Happiness is a warm puppy" - Charles M. Schulz