I think many folks opt for mini-goal rewards. Personally, I think it's a great way to enjoy the process. I also see it as a way of celebrating an accomplishment... and in my mind, there are endless reasons to celebrate accomplishing weight loss. So, I definitely believe it's worthwhile if it works for you!
If you do a search for "rewards", you'll probably find numerous threads about this very topic, some of which are still ongoing (with some very awesome ideas!)