I used to, but then it kept me from my goals so now I just try to eat healthy everyday and once in awhile have a treat. That is all the indulging I will do. When you think of it in terms of how much exercise you need to do for you to eat it I just say no thanks now.
For example if I eat a peanut butter cup package my fav I would need to exercise an additional 30 min of cardio. I hate cardio already, so this is only once in a great while of indulgence. Also, then it opens the door for me for more sugar cravings that I don't need.