I don't think there's anything wrong with having vices, as long as you can keep them under control. Obviously, blowing huge wads of cash, week in and week out, can tend to leave you jaded and broke. However, giving yourself a present from time to time is not only a good reward, but it also encourages you to work harder.
At least, that's what I keep telling myself. You see, I am a book junkie. I used to spend most of my disposable income (and even some income that wasn't disposable) on jaunts to bookstores and comic shops. If I couldn't afford a nice first edition, I'd pick up a couple of books on the remainder rack. You know, just a little something to get me through. For years, the highlight of my visits to New York was my regular runs to The Strand, a legendary bookstore on 13th and Broadway. I'd set aside a hundred bucks or so and would leave with a couple of shopping bags full of books.