I use the Bake Don't Buy rule; I don't allow myself to buy treats or candy. If I want something I have to make it myself. Instead of a candy bar I will make brownies and instead of Oreos I will make cookies.
The idea is that if you are gonna have a treat make it worth it! (plus it eliminates all those extra icky ingredients from entering your system)
I eat probably a quarter of the candy I used to thanks to this rule!