I try not to do that because I want to set firm boundaries on what I can and cant eat. I have done this before with very good success. If I let myself slip and eat a huge meal then there is a higher probability that I will let myself slip again, and again...and again. The key is to make a habit out of eating less, then it becomes much easier.
IO looked at my old notes real quickly and realized that I did let myself cheat on the weekends, mainly if I went out to drink with my friends I just enjoyed myself and paid it no mind. So maybe that is an old strategy worth implementing.