Like they mentioned, broccoli, beans (i just got into eating green beans myself), other green veggies. Also, you can buy psyllium husk powder to throw in protein shakes. It'll thicken them up and doesn't taste too bad. I think you can even buy it from wal-mart now.
Another cereal with a lot of fiber is Kellogg's All Bran with extra fiber. I think Fiber one tastes better though.