I'm pretty bad too. I cut up my credit card and Next card and now only have a debit card, which helps. We are not majorly in debt, but we never have any money left at the end of the month (and are usually up to our O/D limit by pay day). The thing that I hate about it is that I spend, spend, spend then look back and think "where did that money go?"
At the moment I am trying very hard - we need to get a bit of a "rainy day" fund established and I have to stop frittering it all away. I was doing pretty well til today when I went in Boots and spent £16 on stuff I didn't really need.
The last huge argument dh and I had was about money and I said he would have to dole me out "housekeeping". He refused to do this so I am trying to control it myself. Two things you could try:
1.Keeping a strict written record of EVERYTHING you spend. This helps you see where your money is going and has the knock-on effect of making you pause in a shop before you buy something and question if you really need it. This only works if you are honest about it!
2.Withdraw a set amount at the beginning of the week and leave your cards/cheque book at home. Be realistic - you won't do it if you give yourself too little.
Good luck - I know how hard it is. I tend to spend when I am feeling a bit down - I think "if I can just have this one thing I will feel happy". It doesn't work though!