Particularly if you are exercising and have your calories pretty low, a cheat meal every couple weeks or once a month can be good for you because it keeps your thyroid function high and protects you from having your body jumping in to starvation mode. Another thing you can do is plan a 'bad' meal, dessert, or something. For instance, sometimes I will be craving some sort of dessert. I will plan for it then - it is almost always on a day that I am working out (and I go to the gym 5-6 days a week) and I work it in to my total calories for the day. So, for instance, today was one of those days (gotta love hormones!). It is was a friend's birthday and I ended up meeting she and her kids at Baskin Robins today (said I would meet them because I was craving something, used her birthday as an added excuse, lol). Well, I got a medium Mocha Blast, and boy was it GOOD! But that was my lunch today. I made sure to have a healthy, light breakfast, afternoon snack, dinner, and I will just have a piece small piece of fruit after the gym. My calories will still be ~1600. I shoot for 1400-1600 calories a day, which still keeps me at around an 800 calorie deficit. So, in short, cheat every now and then - just keep in mind, its moderation over the day, week, month, lifetime that is important. And it will be good for you mentally
Just don't feel guilty after doing it - make a decision to do it, and enjoy every bite.