Small steps...great job so far today!
You are making a lot of changes, so be gentle with yourself and take it slow. At this early point, I would suggest just making some substitutions, maybe with the suggestions from desertmountain if you are not put off, like she said, by artificial sweeteners or processed type stuff. However, you know yourself better, so if it works best for you to go cold turkey, then that's what you should do; everybody's different.
I swear by lowfat frozen yogurt for my sweet cravings. It's about 120 calories per half cup (even the Oreo cookie and Moose Tracks kind!) and to me tastes just like ice cream. Also, if just plain fruit doesn't do it for you, try adding a bit of fat free whipped cream, just enough to make it feel like a treat.
I found an old recipe for a cake my grandmother used to make this weekend and in looking at it, there is no butter or oil. I made one and it came out great and was very simple. 3 egg yolks, 1 cup sugar, 5 T. boiling water, 1 cup flour, 1 t. baking powder; mix all together; beat the egg whites stiff and fold in. Bake at 350 about 25 minutes. It's about 120 calories and 1.5 g. fat per square (12 per an 8X8 pan), has the consistency of a sponge cake, and we ate it with strawberries. (Of course, my grandmother would fill with custard and top with chocolate and powdered sugar, but we won't go there).
And now that you don't have to be perfect, you can be good.