Coconut milk is my friend! I have about a cup of it every night. I have coconut milk yogurt for variety. Coconut oil is great for cooking too. And EVOO, of course, for when you need something liquid at room temperature.
There are no cheese substitutes worth a dang, and for good reason. Cheese is an addictive substance, and without the addictive qualities of fermented dairy, there's really no point. Cheese withdrawal is a horrible feeling but it goes away in time. I don't expect you to believe me now, but one day you'll wake up to find you don't even want cheese.
I have a lot of fermented vegetables - there really not a cheese substitute but they fill some of the same needs, and boy are they tasty!
Nina, you said you still eat eggs. Egg yolks are a good source of fat. I don't even eat the whites anymore. I usually put an egg yolk in my coconut milk drink, and if I have seltzer water it becomes an "egg cream."
And of course eggs from happy, pasture-roaming chickens have the advantage of being virtually salmonella free.
If you eat fish, you can have roe, which I believe is pretty high-fat. See my vinegar-free salad dressing recipes:
http://forum.lowcarber.org/showthread.php?t=377849