Luckily my weaknesses can be indulged in frugally - clothes, some for me, but mostly for my boys. Nearly all are bought at garage sales or thrift stores. The only time I buy new is when I need a specific item that I might not be able to find used in my time frame. I definitely splurge on books for my kids too - they have hundreds, but nearly all have been bought secondhand. Ditto on toys.
Another weakness - travel. But that has been curtailed greatly with the arrival of two boys within 1.5 years. After we were married, DH and I took one big vacation per year and maybe one or two smaller ones. Since the kids, we took one small one (Vegas for four days) and just got back from a week camping (a far cry from our cruises of the past!) - fun nevertheless, and immensely cheaper. Travel with the kids will be a priority when they are older.
As far as the others go, I'm fairly low maintenance. The only time I get coffee out is when I do a secret shop and get reimbursed for it. Or when I'm being treated
I try to avoid sugar, and since I can't have coffee without sugar, it's an easy treat for me to avoid.
I don't smoke and drink alcohol seldom - but we have so much alcohol in our cupboards (door prizes, gifts, etc.) that it would take us years to run out.
I enjoy eating out as the exception rather than the rule. I limit myself to one meal out, whether it's a fast food burrito or a steak dinner, per week (usually fast food).
I could care less about my car, so long as it runs. I agreed to buying a new car for DH when his died and have regretted it since. It will only be used cars from here on out.
I seldom, if ever, feel like I am missing out on something because I don't want to spend the money on it. And that's a good way to lead life