Ice lollies - the small Twister ones to be precise. I have one in the evening and it stops me from feeling too deprived. It's tough though. I try not to have anything sweet in the house. I have a jart of boiled sweets for when i am desperate and they last for months. I only buy biscuits for my husband and son that I dislike, and when my daughter and family come to stay they have to bring their own.
However, when I do have a craving and give in to it, it's bad. I find myself eating things I normally wouldn't touch - chocolate spread, jam on toast, all sorts of odd things that I normally wouldn't touch, just because they are sweet. So for that day I just give in to it now, and don't eat any proper meals on top of those sweet things. I think it happens about once every two months.
My idea of the ultimate treat is a really good afternoon tea out somewhere nice, preferably with a large garden attached. I'm sorry, but no amount of flowers, new makeup, perfume, books, haircuts or manicures can ever compensate. I've had to whittle those down to twice a year.
I also have most of my shopping delivered so that I don't have to smell newly-baked eclairs or see packets of chocolate covered peanuts.