I generally have 1-2 "cheat" days per month -- I usually don't plan them (unless there is a holiday or a known party coming) but rather, I just have a day where I'm feeling really hungry and I just let my body guide me on it. Those hungry days come less and less often now, so it's easier for me to feel okay about giving myself the cheat. My cheat days tend to run me 1800-2200 calories (though I've been known to hit closer to 3k sometimes), and I do log them, unless I am on vacation and away from a computer.
My cheats usually involve lunch or dinner - my breakfast is almost always rigorously controlled because I have stomach troubles if I eat heavy foods soon after waking. I don't have a huge sweet tooth - it's usually salty/savory or fried food that I want!!
The danger comes when a "cheat day" turns into a "cheat week" and you start getting back into old/bad habits. If you're thinking about cheats, maybe ease into them - give yourself a "cheat snack" or a "cheat dessert" and see if it triggers you to eat more for more than that one meal or snack? Then you'll see what you can and can't handle.
My personal philosophy on "cheats" is this: I don't believe that a diet which focuses on cutting out foods is one that will work in the long run (the exception may be vegetarianism/veganism). I think one should be able to eat everything one wants to - just mindfully, and in moderation. So if you're craving a food that's a little less healthy, that's okay - just be mindful of every bite, and REALLY enjoy it
Making yourself feel deprived isn't going to do any favors for your diet or lifestyle, it's just going to make you feel resentful. Sit there and eat it slowly, indulge your senses, don't gobble it down like it's your last meal!
I find that's what helps me, anyway.
Female, 31 years old, 5'4 1/2" tall
Starting weight 1/4/11 = 215.2 lbs.
Weight 10/22/14 = 175.0 (net: -40.2)
Last mini-goal: 175 lbs. REACHED 10/22/14 --REWARD: New wallet
Current min-goal: 170 lbs.
Next large goal: 165 lbs. by 12/25/2014
Lowest weight: 156.7 lbs.
150.2 lbs. <--- Official "Healthy BMI" weight
Estimated final goal: 130-140 lbs.
"You don't have to change your life today. You only need to change your day today."