I don't really do anything too exciting. Perhaps buy a new nail polish or some new workout clothes, but I'm not much of a celebrator (don't dig birthdays either, go figure). But a facial/massage/manicure sounds like a good minigoal reward
Actually, I have set myself little goals to try new (often scarey) things once I reach certain weights (i.e. trying a new workout I never thought I could do; joining a dating site; being comfortable tellign how much I've lost/what I weighed etc).
Though I make a conscious effort not to treat myself with food as I'm trying to distance myself from viewing food as an emotion, but thats just my own personal reasoning.