I'm a goofball when it comes to cheating; I don't even cheat with delicious non-paleo foods, but secretly indulge in bullshit at 5:30 AM in secret before working out, partially because I always workout in the morning but also admittedly as a bit of a compensatory mechanism.
For example, today I felt somewhat gipped because I deprived myself of Christmas goodies, so I ate a block of cream cheese, pizza crust (gluten free...thank God), 1/2 cup of peanut butter, 4 ounces of chevre, slice of crusty french bread, 2 cups of cinnamon toast crunch, a cup of milk (goat's...hey, at least it's low lactose), and a glazed donut. God, I could have gone so much further, but I snapped out of it and ran for 10 miles.
I still can't decide if my response to the situation was proper. Sure, I probably won't gain much weight from the experience because of the exercise, but I don't really want to become an exercise bulimic. I mean, the last thing I want to do is reinforce the mental string of "hey, I can bombard my system with shit as long as I'm willing to do a lot of cardio afterward."