Cheat days being good for you is a myth.
The occasional limited indulgence is fine, but having a cheat day is the fastest way to guarantee failure. I suppose the biggest reason this is a pet peeve of mine is really the term "cheat" or "cheat day" because I don't advocate forbidden foods, deprivation or diets lacking in pleasure foods.
What does it really mean to cheat?
Cheating implies you are doing something wrong, violating the rules, the law, or your sacred vows.
This already sets you up mentally for failure. What you really want is a chocolate stampede, but rather than savor and enjoy that, you get the big steak, the loaded baked potato, and any other foods you would only eat because, "what the heck, it's a cheat day" mentality has set in. You don't track and then you wonder "I only have one cheat day a week why am I not losing?" The very term "cheat day" implies that feeling relaxed and enjoying food is bad and that eating healthfully is so difficult that you deserve a day of bad behavior as a reward. Mental recipe for failure.
YES a cheat day CAN ruin the week
Some foods are worth the extra effort once in a while, but enjoying those foods does not justify throwing away an entire day's efforts.
In my earlier example, I happen to love the chocolate stampede from Longhorns, but at 1,000 calories and change, it's not a frequent indulgence. I have had it twice since embarking on this journey. The first time I didn't have a signal and had no idea the calories and was shocked to find out it had that many. Lucky for me I burn about 1,000 calories in my Sunday Morning Zumba Classes, which takes up 1 hour and 45 minutes. The second time was a planned indulgence, on the same days as the 3 hour charity Zumbathon. Both days I logged and tracked. If the first had been a cheat day, I would not have learned, and I would have had the drink to go with it, the loaded baked potato, a bigger steak, and probably even a less sensible breakfast.
You just can't live like that
Imagine cheat days with your money where you pay no attention to your budget, how long would it take to max out your credit cards. Imagine it for a minute, you'd be paying off that debt for more than the rest of the week. You might have a very hard time saving for your kids college and retirement. You'd even buy a lot of things you not only don't need, but won't use and later will decide you don't love that much.
This is exactly what happens with cheat days. You eat foods you don't need and don't even enjoy that much, in addition to the foods you don't need for fuel but do really enjoy. This is because on cheat days you throw planning and caution right out the window.
Does this mean never ever going over your calorie limit? No, it actually does not. You can decide that just for today, you will allow yourself to ignore the calorie limit set forth by your healthy eating plan. You can do this while listening to your fullness and hunger cues, while tracking your intake, and eating mostly sensible foods. You'll find the damage is far less, and more importantly the damage to your mental progress will be far less. You could even set a limit. In myfitnesspal it's as simple as waking up in the morning, going into your settings and changing your goal from weight loss, to maintain, or even gain.
Psychologically when you've decided that a half pound weight gain is acceptable while, for example, on vacation, but you continue to track your intake and make some sensible choices, You can keep the weight gain reasonable. You can also continue to show your body respect and love in the form of some sensible choices and volume control. By deciding ahead of time a reasonable amount, you've given yourself a lot more elbow room in the calorie spread, you can enjoy deserts and eating out, without completely abandoning everything you've learned about healthy eating, listening to your body, and showing your body love and respect.
End the Food-Drama
Once you lose the mental attitude that tasty food is bad for you and that healthy food tastes bad, you'll already be ahead of the game. Once you lose the notion that to please the sense of taste is wrong or bad you'll be ahead of the game. Guilt and shame will reduce willpower, not build it. Stop calling pleasurable eating experiences "cheats" and start calling them -- delicious foods. There should be no forbidden foods, carefully planned pleasure foods can be a part of your healthy eating plan even on a "good" day.