It's true that most of the GMOs are in processed foods, especially anything containing the big three of corn, soybeans, or wheat. (And humans should never eat soy unless it's fermented. Really, nothing should.) But there are plenty of other GMO fruits and vegetables on the market, and they're always developing more. Growing your own, or being tight with someone who does, are really the only practical options for now. Even the EU, which used to oppose GMOs as a protectionist measure, seems to be giving in. (Olive oil may still be non-GMO, but there have been trials, so don't count on that forever.) Maybe someday there will be enough demand for and production of non-GMO foods to bring the price down (assuming the entire seed supply doesn't get tainted), but that's not the case now, so grow your own. And if anyone objects that people in big cities like New York don't have room to grow their own food, I'll say what Joel Salatin says: that's an argument against people living in such cities, not against being minimally self-sufficient.
I'm not convinced yet that GMOs in general are directly harmful in a biological sense. But there are other reasons to avoid them. As I said in another thread, the contracts that come with GMO seed make the farmer a subcontractor of the chemical/seed companies, rather than the independent businessman he used to be. Over the last century, starting with the small stuff like fish and chicken and moving to the larger animals like pork and beef, 'Big Ag' has gradually consolidated production under fewer and fewer owners, making it harder for independent farmers to stay in business. My dad (a small farmer) once wondered how they would get the same kind of top-down control over grain production, since it's so much larger and more spread out. GMOs were the answer.
Also, when they tinker with the genes of, say, a potato, since 75% of potatoes go to livestock feed or starch production, they're focused on a variety of things:
Making it immune to useful herbicides.
Increased starch production.
Transport tolerance and storage ability.
If they're thinking at all about things like flavor or vitamin/mineral content, they're way down on the list. In other words, they're focused on what will increase profit for the company that harvests a zillion bushels a year and ships it all to a big processor, not the backyard gardener or the truck farmer who raises 50 bushels to sell to individuals. If you want your food to taste good and be healthy, the GMO folks aren't necessarily working against you, but they're not working for you either. This was already an issue before GMOs, when they used hybridization to select for industrially-useful traits over others, but GMOs accelerate the process.