For me, I ensure that my normal healthy eating style involves foods that are flavorful and satisfying. I don't deprive myself of anything. If I had to eat crappy foods in order to lose weight then it would never happen.
One of my first rules of dieting is that nothing is off-limits except artificial sweeteners, and that's because they're vile and disgusting and I don't want to put that crap into my body. The lure of the forbidden is strong for me, so if I can't have something that I want then it's very hard to avoid cheating. Instead, I ask myself whether I want it enough to make room in my calorie budget or to go a tiny bit over. If the answer is yes, then I have a small serving of whatever I'm craving. If the answer is no, and it usually is, then the craving pretty much just wanders away on its own.
I make room in my diet for some sort of dessert almost every day. My most common thing is a fruit crisp made with apples or berries, or stone fruits when they're in season. Here's a "pattern" recipe:
1. Slice up an apple, or grab about a cup of mixed berries. Microwave this in a small bowl for a few minutes. This pre-cooking in the microwave saves baking time, but it's optional.
2. Melt one teaspoon of butter in another small bowl. Mix in a couple tablespoons of rolled oats, cinnamon to taste, and a teaspoon of brown sugar. Make sure there are no big lumps in the brown sugar... I usually put the sugar and cinnamon in first, mix it up, then add the rolled oats. Add about a teaspoon of white flour if you want it to clump together a little better, though I rarely bother.
3. Put the topping over the fruit and bake at 375 for 5-10 minutes. If you really want quick-and-dirty then you can microwave the whole thing for a minute or two, but baking gives the topping a better texture.
One apple: ~75 calories. Rolled oats: 75 calories for 2T. 1t butter: about 35 calories. One teaspoon of brown sugar: ~20 calories. (I'm doing these from memory.) So yeah, the whole thing comes in at around 200 calories, but I'm also getting lots of fiber and most people don't get enough of that.
I also used to make an "ice cream" with bananas and cocoa. Here's the recipe
. I use agave nectar instead of maple syrup.