Good Eats (forget the season) had some good baked ones, and this is my go-to base for protein bars:
http://www.bodybuilding.com/fun/diy-protein-bars-healthy-bar...The secret is just... freeze them. I find the best results come by sandwiching each layer of them between wax paper, and then wrapping the whole thing up and storing in the freezer, separated out by 1 weeks. Just take your 1 week batch out at a time, pop in the fridge, and you're set.
EDIT: I just want to add, it's a real GIGO thing; the better and tastier your base ingredients, the better the result... especially with nuts and chocolate.