According to some articles online, these 'cheat days' are good for your metabolism. I don't go crazy at a buffet or eat a bucket of fried chicken. I treat myself to ONE ITEM only. So, either one slice of cake, one scoop of ice cream, or one small portion of french fries. I don't make it an entire meal. I only make it one item.
Then, I have to burn it off later in the day. :P