Hey Buff, welcome to the journal section.
I think cheat days -- well, maybe cheat MEALS - are important.
What helped me was tracking literally everything I put into my mouth. At first, I used the free stuff on the site. But I found it wasn't very easy to create my own custom foods and list the ingredients, so I bought their software for $20. It was a great investment. Now I have a whole bunch of custom foods that have exact nutrients in them.
What does this have to do with cheat meals/days? Well, since I know exactly how many calories I've ingested, I can plan the level of the cheat. That way, I don't go completely overboard and lose everything I've been working for. For me, that's very important, because I only run an average 500 calorie deficit a day, so an out of control cheat day could theoretically wipe out 5 or 6 days of careful eating.
Instead, I plan a cheat. For example, if I know I've build up a 4,000 calorie deficit, I might decide to blow 500 or 600 calories at my favorite ice cream place. The end result is that I enjoy the ice cream much more, because I actually planned to eat it. Instead of the food controlling me, I'm controlling the food. For someone like me, who could eat an entire bag of cookies in one sitting, that's important emotionally.
Keeping close track of all your nutrients is a real drag at first, and somewhat intimidating. This is actually the first time in my life that I've done it. But I'm glad I have. The more I do it, the more instinctively I know what each food contains. I used to think nothing of eating a can of soup, but now I know it's got around 1,500 mg of sodium, even if it is low in calories.
I don't know if I'll count calories the rest of my life, but I have a feeling that if I do it until I reach my goal, I'll have nutritional values almost imprinted on my brain -- so much so that I will continue to be the master of my food, rather than vice versa.
I don't know if this helps at all -- just my experience for what it's worth.