You can't completely avoid them, but you can avoid most of them fairly easily by cooking at home, avoiding most heavily processed packaged food, and cutting out things like margarine and mayo. I do all those things, and I eat a pretty lush diet.
I don't think I deprive myself of anything; when I want to buy candy, a snack, or pastry, I do it in moderation and just spend a little more money to get better-quality products, which are usually made without transfats or too many other additives.
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