It depends on what you cheat with. I actually hate the term cheat and I have a bunch of rants here about that; so, I won't repeat them here. But the biggest thing is to determine, for your body, the cost-benefit ratio for certain foods and situations.

For example, at a party it may be ok to have a little more sugar or a drink of alcohol because you may feel a little crappy the next day, but you had fun at the party. But something else like a muffin or piece of cake might be off limits because the gluten will cause longer term damage (often it can take the gut weeks to heal after one gluten exposure).

So what you need to do is weigh the fun you're having with the cost of what you're "cheating" with and its consequences.

It sounds like you're not even enjoying the cheat while you're cheating. When I feel like garbage the next day because I had a cocktail and a piece of pizza, what makes it worth it is remembering how awesome that cocktail and piece of pizza were and how much I enjoyed it. Really enjoying the moment is what constitutes a cheat. Having a guilty conscience the entire time is what constitutes self sabotage. If you're not enjoying it, don't do it.

'Cheating' is a really un-useful word, as others have noted.

The thing is, it's not just about the carbs. It's also about eating non-foods that translate into toxins in our bodies - and no matter what the social stimulus, wheat, corn, processed non raw dairy, sugar, chemicals and alcohol are going to cause toxic damage that lingers. It can take anywhere from 3-8 weeks to completely clear. In the meantime, these toxins trigger immune responses (next time you get 'a cold', look back 2 weeks and see what you ate) and later, joint soreness and pain as the inflammation works it's way out. These toxins have to store somewhere, because it overloads the liver. Hence the fat gain. (very simplified explanation) That's just physiology; that's just science. It's not emotional. I've seen the pattern in hundreds of clients over 20 years.

If you feel like shit, it's because you did damage. Your body is giving you feedback. If you're okay with that, GREAT! Enjoy it. If you've been diseased, if your system has had it with you, if it sends you down a slippery slope - then maybe toxins aren't a recreational source for you.

You know, like drugs. Same same.

I know this doesn't directly answer your question, but it seems like you're undertaking this because of social pressure, not because it's something you yourself necessarily care about doing. Seemingly you've been happy to go without, but it's your friends that have convinced you that you need to loosen up.

Personally, I think you should examine the impetus for the choices. If this is something you really want to do, weigh it against the consequences, feeling terrible like you know you will, and decide. I may not always understand the biological mechanisms, even though I assume we're talking about insulin resistance here, but I know that when I eat a piece of cake I feel like shit, so what does it matter? I'd rather not eat the cake, and even though my friends give me a hard time sometimes, they're my friends, they get over it. And sometimes, I have that piece of cake or drink that beer, because whatever, I'm an adult, I do what I want.

If you really want to cheat and you're going to do it, give yourself permission to do so, and enjoy it as much as you can. Freaking out because you cheated is definitely counterproductive, no matter what is happening biologically.

Marks Daily Apple has a great post on what happens to your body, physiologically, after a cheat:

http://www.marksdailyapple.com/what-happens-to-your-body-when-you-carb-binge/#axzz1n8ZyyQWU

Try to not cheat with wheat. Fruit is of course fine. Ice Cream is a better cheat.

It seems like your temptations for cheating come about when you are out at events with friends. I find this to be my toughest time as well. My solution is to make something yummy but paleo, maybe not super strict paleo, and bring it to the party to share with everyone. This way people feel like you are cooperating in the event and not just sitting back and judging everyone for not being paleo. You may also be turning people on to something they never tried before. If you don't feel like drinking alcohol but you don't want to get crap from your friends, talk to the waitress or bartender in private and let them know when you order a Tom Collins you really want a virgin one with fresh lime juice and no sugar. Your friends wont know you are not drinking and wont judge you and you wont feel like you are judging them by not drinking and not participating in the fun. It doesn't seem to me to be about "cheating" it is more about participating and cooperating. That being said it sounds like you are being a little rigid like your friends are saying. Sometimes you need to just live a bit and stop worrying about the consequences. It seems to me to be more about being a perfectionist than the consequences of "cheating." It is a control thing for you. You have control when you can control your food choices, so life seems less scary and out of control. Life is not like that. Life is crazy and $hit happens, so live a little and don't feel bad about it. It will teach you how to deal with the ups and downs of life and create balance.

try each "type" of cheat separately, then you can figure out what affects you in what way. It does sound like the muffin though... Robb Wolf always suggests never to eat gluten (ever!) since people tend to feel terrible if they've had that out of their system for a while and then start eating it again.