We all do it from time to time... "I worked out so hard. I DESERVE this pan of brownies!" I'm not saying we should never splurge. I think the occasional splurge is necessary to a successful healthy lifestyle change. HOWEVER, if we get out of hand with these rewards, we are undoing all our hard work in the gym! Too much splurging leads to a total relapse into that unhealthy lifestyle we worked so hard to change!
So, splurge OCCASIONALLY, and the rest of the time, reward yourself with something besides food-- buy a new workout top, get that CD you've been wanting, treat yourself to a massage. Much better choices than that brownie. :)