I just discovered Lush cosmetics and bought a facial mask for every Friday night (yes, my life is SO exciting LOL) and then a salt scrub for special pick-me-up days. Their stuff is so expensive but my DH was so sweet buying everything for me. He knows I'm trying so hard and wanted me to have some special stuff.
My smaller splurges are nail polishes, stuff from Charming Charlies (cute stuff and reasonably priced!), and shopping the smaller racks at Lane Bryant (I used to be so big, their biggest clothes were tight on me

).
And my last splurge will sound silly but it's a gym membership that includes exercise classes. It's very expensive (to me) but it pays for itself when I take 6-8 classes a week, burning calories and getting a little social.