In times like that, I like to remind my wife (and myself when I have these moments!) that we simply need to find a way to have both a good savings rate and a good time. There are numerous ways to make this happen but I'll go over the most notable way we've conquered this in our lives.
Prior to taking on a budget, the wife and I would have a good time almost non-stop when we weren't working. We had a good amount of money coming in and we saw no reason that we couldn't use a ton of it. One of our favorite things to do was to go to a restaurant in the city called Old Chicago for their beer tour. The beer tour is a beer drinking challenge where those who wish to take it on have to drink 110 different beers in the restaurant. This can be achieved through up to four beers a night and has no expiration date. In fact, it took me a good three years to complete my first tour through it.