I indulge it pretty much everyday. That could mean some sweet cantaloupe, a 1 oz piece of quality dark chocolate or a cookie - it depends on the day and how much I feel like indulging.
Edited to add: Because things like cake and cookies are a big 'red light' food for me, I do NOT bring them into my house. If I want to have something like that, I have to eat it outside my house, like a restaurant or bakery, have one serving and be done with it. I do not buy whole cakes or boxes of cookies. I know my weak spots and could not resist that temptation.