Some people have allergies to thing like nuts and dairy, which sometimes might make you think it's going to be harder to bake. That's absolutely not true!! Here are some substitutes, though!
Peanut butter- soynut butter (you can buy this at Whole Foods)
Chocolate- dairy free chocolate (you can buy this at Whole Foods)
Sugar- Splenda (you can buy this at Shaw's)
Milk- soymilk (you can buy this at Trader Joe's)
These are just a few pointers, but you can go broader than this, and even make some healthy choices!