I'm VERY bad with spending money. After all necessary expenses are covered, I spend what's left instead of 'saving for a rainy day'.
Consequently, I've adopted an 'out of sight, out of mind' solution -- I invest a ridiculously high percentage of my paycheck, and the rest of the money is automatically deposited in a savings / second checking account I don't have access to via ATMs or the like.
So I can't spend a large portion of my money. The money I have left is spent on food and gasoline, James and Ashley (just kidding!), and if my friends actually bothered to do something, maybe them.
This works for me. And trust me, if you think that's excessive, you're talking to / reading the post of somebody who could easily outshop you.
The last 'reckless' purchase I made recently was 250 dollars in clothes at Randy River -- while they had a 'store closing sale' where most everything was between 50-90% off.
I had 4 bags of clothes to bring home.