Cheat Days

Rather than a cheat day (eg extra 1000 calories)
Have a cheat meal, still fulfilling with less calories

I'm not inclined to totally rule out cheat days or similar indulgences. With that said, at best, it's still something you need to be very careful with.

A lot of people have made a point of insisting that the unhealthy foods I liked most could still be indulged as long as I didn't have much, counted the calories, and all that. I even know some people for whom that approach would work, but since I couldn't possibly eat more than a little bit of the things I want (without having pretty nothing else the rest of the day, at least), that's a losing proposition: I wouldn't feel satisfied when I stopped, /and/ it would refresh my memory of how much better than my current diet the indulgences are.

But at the same time, saying "I'm /never/ going to indulge myself" often results in a sort of rigid thinking about one's diet that, at best, makes one feel really awful any time one's discipline cracks. At worst, it can lead to the sort of thought process where one figures, "Well, I've already broken the rules..." and then either just continues to gorge for the day or even stops dieting entirely.

Having room to "cheat," so long as that room is well-managed, can help offset those problems. Having a subset of rules about when you break the rules gives the system some flexibility. I, personally, have two cheating rules for myself.

The first is similar to a meditation practice I once learned: to minimize the disturbance caused by distracting thoughts, you're supposed to acknowledge the distracting thoughts when they crop up and then let go, moving on. Or, as I apply it to dieting, "If I eat something I shouldn't have, end up over-budget, or whatever else, I should acknowledge the lapse in discipline and move on."
Technically, it isn't so much a way of purposefully cheating so much as a way of accepting that we aren't perfect and not distracting ourselves from the goal by agonizing over our failures.

The second rule is more directly concerned with cheating, but still shares some ground with the first rule: "In rare, exceptional cases, allowances can be made for major social events that include eating in a prominent place."
That's half giving oneself permission to break the rules under certain cases and half a way of moving on in the event that circumstances result in a significantly larger-than-usual lapse that hadn't been intended.
This one can get out of hand if you don't have a pretty strict sense of what constitutes a "rare, exceptional case." In the three months I've been dieting, I've only had one such day (a big convention with a lot of friends and two major restaurant trips), and there are only two or three more qualifying days I can think of between now and my diet's one-year anniversary.

The system I'm using probably isn't perfect. I'm not completely "over" wanting to eat lots of junk, and that might well be a consequence of being too lenient with myself. I'm not sure.
My eating habits were flat-out atrocious before I started up in earnest about three months ago. It wasn't just fast foods and saturated fat-heavy, sugar-heave snacks as food choices. It was quantities, as well. Like wake-up-and-eat-six-cinnamon-rolls-with-more-than-a-pint-of-milk-before-going-to-work quantities. As one might expect, the transition has frequently been difficult.
I'm now at a point where I very seldom have cravings for the kinds of foods I used to eat right up until I actually /see/ them. Grocery shopping is rough every time I get anywhere near the bakery, but even that is more about wishing I could go back to the old way of eating more than it's about a specific, immediate craving that can be sated and then set aside.

So... it isn't perfect. And, for me, it /is/ still a matter self-deprivation... of a sort.
But it's tolerable. And I never expected better than that.