Personally, I eat out once a week (usually Saturday) and allow myself to order whatever I want, for just that one meal. I may also indulge in some dessert afterwards. I exercise that day, as well. I've never found this to hinder my progress. In fact, it usually helps me stay on track throughout the week, since I know I will get to have the foods I crave over the weekend.
How do you all feel about cheat meals?