Well, you both are spoiled.
I think you have to make a financial plan - on paper! Look at what you make, open a savings account or investment account and start socking away. Also give yourself an allowance for 'shopping' for fun aside from essentials like food etc. Then if he gives you heck, you can show him that you've saved money and don't feel bad about challenging him as to what he's done with his money at that point.