Even when I am pulling an all-night, I still try to be healthy so I avoid energy drinks with high content of sugar and excessive caffeine. Since virtually all of the energy drinks comply to both, I avoid them. What I do is I drink a lot of water so I get to pee a lot, giving me a reason to stand from time to time to go the toilet and avoids me from falling asleep. I also do short intensity workout for about 10 minutes to fuel up blood circulation in my brain, so I would really get awake and alert. I avoid carbohydrates-rich food as they really make me sleepy. I snack on protein-rich foods. I also chew sugarless gums because they keep my mouth in constant motion. It somehow helps me not be sleepy or at least less.
Well, I've been pulling some of those lately -- completely unhealthy. But I was under the impression that all-nighters were inherently unhealthy! To be honest, I also go with drinking a lot of water and stretching. Showering is also fun. But napping, napping is best. XD
I just don't pull all nighters ever. Never have, actually, even in college. Sleep deprivation is probably singly one of the most unhealthy things you can do to your body in the short term, and if it becomes a habit (and frequently does) it has even greater long term effects. It isn't worth losing focus, memory, immune function, patience... sleep is important to me. Almost as important as staying hydrated and fed.
In terms of getting healthy, please always remember that you still need around 7-8 hours of sleep, so basically pulling an all-nighter isn't exactly a healthy thing to do. However, if I have no choice and I really need to stay awake for a while longer, I drink my natural green tea which is thermogenic, meaning it uses my stored fat as energy. It's a very delicious tea with no sugar, and it has an incredible substitute of caffeine which is called Guarana. It has 10x more antioxidants compared to caffeine and it helps speed up metabolism as well.
Since my student days have long since passed, there aren't many situations where I need to pull an all-nighter except voluntarily on certain Friday and Saturday nights when I get caught up reading or watching some interesting anime or movie. If I'm not able to sleep for at least 6 hours the previous night, the next day I drink a cup of plant-based alkaline coffee to keep me awake for a few hours. The effect doesn't last long so before it wears out, I take 2-3 hours nap in the afternoon. Such a method restores my energy but, as much as possible, no one should sacrifice their sleep for hobby's sake.
In general, I don't think pulling all-nighters are that great no matter what you do. The stuff you're doing right now (trying to eat healthy, getting up and moving) are all pretty good. If you're pulling all-nighters because you have to study/work on something that has a deadline, there's not much else to do but to make sure you stand up every once and a while and get the blood flowing. If it's for leisure stuff, I would just try to avoid doing it in the first place. Another negative to staying up all night is that it could mess up your sleep schedule, which could cause you to stay up another night to fix it, so watch for that.