You need to change your entire lifestyle, and get away from eating as some kind of treat.
If you nourish your body correctly, you can still have some other stuff (wine/choc/crisps) in moderation.
I would highly recommend a series of podcasts called Feel Better, Live More (also on YouTube), particularly the one with nutrionist Amelia Freer. It makes you look at what you can and should eat, rather than what you shouldn't, if that makes sense.
Combine that with a good sleep routine (not eating after dinner, regular bed and wake-up time), some exercise each day and you will feel so much better.
I started listening to the podcasts on the advice of a friend, and they are fascinating. Sleep feeds into diet, feeds into exercise etc etc and it all begins to come together and make sense.
I don't feel I'm missing out any more, because I feel so much better for it. In fact, DH and I have Friday nights "off" and have a few beers etc. I do it now because he enjoys it; to be honest I'd rather stick to my routine and feel great the next day, rather than tired, craving carbs and with a headache.
I know there are lots of ways of losing weight, and everyone is different, but I genuinely feel that a change of lifestyle and mindset is the only way to do this, which will make you feel good as well as lose weight.