This is such a hard thing to go through, because - as you said - not only do you have to learn healthy coping mechanisms to deal with the hard times when you want to eat to make yourself feel better - you feel like you don't know how to celebrate a positive feeling. I once read addiction defined as something one uses to "cope with a negative feeling, or celebrate a positive one."
I think there are different "levels" of recovery from this sort of a mindset. The first stepping stone for me was to continue rewarding myself when it felt apt, but making sure it wasn't a consumable item. This meant buying a CD I'd been wanting, picking up a new book, a new shirt, whatever... a tangible reward/treat for myself, but something that wouldn't feed into my emotional eating issues.
And if all you want to recover from is weight gain, deleterious physical affects, sugar addiction? That works great. If you're comfortable with yourself at that level, enjoy! You've definitely made a step forward for your health. But, personally: I aim to follow all paths to their end, and I'm not comfortable with having crutches in my life unexplored, so:
The next step from there then, for me, was trying to shift my rewards away from the tangible. Largely this means taking/making/finding the time to treat myself to something. There are times that "something" may have a cost, but the difference is that you're DOING something for yourself, not GETTING something for yourself. It is about making yourself feel good, without the physical/emotional gratification of obtaining something or ingesting something.
Some of my favorites: a warm bath (add a good book and a glass of wine? yum. Be careful with the alcohol as a reward, obviously), a massage, making the time for a yoga class, taking some extra time to go hiking on my favorite trail which happens to be a bit farther away than is convenient. Sometimes it means cancelling plans I've made in favor of staying home, doing some writing and just letting myself enjoy some quiet relaxation time. Whatever you feel would feed your soul, whatever you can't make as much time for as you would like to in your day to day life - that is a treat.
Now, I'm not sure exactly how to advise you in regards to the wife situation, as I tend to do most things alone - but don't be afraid to ask yourself the above question. What would give you the same happiness that she is getting from the cookies/cake/whatever? Do you want to go sit in the sun for a few minutes and just enjoy being outside? I bet she would come with you. How about some breathing exercises, you don't even have to change scenery for that one. How about making some time for a sunset walk together? What are some activities you two can share that you feel like you don't have enough time for all of the time? Setting aside an intimate evening together can be an incongruent thing in a lot of marriages.
Hope this gets you thinking a bit; good luck!