If you feel the "carb hangover" of sorts (from too much sugar at once) try choosing other foods you enjoy that are a bit less on the "guilt" scale. Use the cheat day more as a metabolism boost/carb re-feed day, and enjoy things perhaps like a pasta meal, sushi, or something that still has some good nutritional value.
The worst I ever cheated was in Vegas........everytime I go actually. When I'm there I am there to have fun, no rules at that time.
~SC~