One thing I'm really bad at is controlling my sweet tooth. It's partly because here in the US, sweets are eaten like snacks rather than occasional treats.
Don't go for low quality sweets. Always pick high quality small sweets and have them as treats, not snacks. As far as desserts and snacks, reach for fruits first.
When you do eat a sweet, eat something very rich, like a cube of fudge, a slice of cheesecake, or a macaroon. Eat it slowly and savor the moment and allow yourself to taste the full potential of the treat. Enjoy it at its fullest!