I think cheat meals only work when they're planned. If you're out with friends somewhere and they're all getting cake, and you decide to get some too, that's just poor decision making and discipline. Cheat meals don't need to be something incredibly greasy and sugary either; just something different from your usual diet. For example, for me it might be going out to a restaurant and ordering a fat steak with mash potatoes.
My planned cheat meal however is pancakes. Not the generic sugary floury stuff, but buckwheat pancakes. They're slightly firmer than regular pancakes and more filling. I'll throw in some choc chips and top them with peanut butter. Pretty basic, but they kill any cravings for savoury sweets. I'll cook them for myself and gf on the weekend once a week. So it's something to look forward to after my weekly weigh in on a Friday night.