I don't deprive myself of anything. I have learned that if I do, when I eat it I over eat. So when I eat something that's high in calories I ask myself if I feel it's worth it. Sometime it's not but sometimes it is worth it. If I do eat it I always put in an extra workout for at least 20-30 minutes.
When I work out, I have noticed my weight stays the same, I don't gain!!