The urge to spend is strong.

Saving money isn't just about not spending it. One mistake a lot of people make when trying to save money is to outlaw all frivolous spending. What that does is make the urge to spend even stronger. When creating a budget, it is important to not just leave a little wiggle room, but to also budget in money you can spend freely with no worry, Mad Money.
When you have money you don't have to account for, not a lot, but $5-$10 per week, it makes it easier to stay within budget. You're able to buy the small things you like, and more resistant to the urge to buy things you don't need. Of course, adding in an entertainment budget can help too. Setting aside a segment of your budget to do fun things, like go the movies, play mini-golf, or whatever, will help you feel less restricted, making you less likely to want to "fight back" against the restraints of your budget.
Of course, even with an money built into a budget for entertainment, and some extra mad money will still not keep the urge to spend down, and that's where my previous entry comes in, Saving more, spending less. It's important to be able to determine if a purchase really is worth the money in the long run.
What happens when you find one that doesn't fall in your budget that really is worthwhile? Change your budget, simple as that. Part of having a good budget is the ability to change it so that you can get what you want and what you need without resorting to bad decisions.