I agree too....I always make sure that I've got something in that feels like a bit of a 'treat' at the weekend - nothing naughty, just something that I wouldn't normally be bothered to cook or prepare during the week.
Last night I had lamb shank with a red wine and rosemary gravy with mediterranean vegetables, potato wedges and steamed brocolli, cauli, and leeks.
It was lovely - not quite within the xenical rules, but I'd made sure that I had enough calories for it, so I didn't feel guilty in the slightest, but I still felt that I was indulging myself with something really tasty.
Old habits are very hard to break though - I still find myself craving pizza every now and then, but I have to have a stern talking to myself about how it may be half an hour's pleasure, but is it really worth the consequences, and the answer is usually no (at the moment!).